Execution costs of financial markets from a microstructure approach: Evidence from Block trading and Transparency Regime switches.
博士 === 國立中山大學 === 財務管理學系研究所 === 97 === This dissertation consists of two essays on the execution cost of financial markets. In the first essay, we study impacts of new block trading rules on two kinds of large trades, block trades (BTs) and splitting order trades (STs). We find some results with pol...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2009
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| Online Access: | http://ndltd.ncl.edu.tw/handle/23kcfn |