The effect of trading mechanism on the quality :The case of Taiwan futures market

碩士 === 國立臺北大學 === 經濟學系 === 98 === This thesis empirically examines the impact of trading mechanism change and a tax rate reduction on trading volume, bid-ask spreads, and price volatility in the Taiwan Futures Exchange (TAIFEX). We use a three-equation structural model to examine the inter-relation...

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Bibliographic Details
Main Authors: Chang-Yuan Sung, 宋昌原
Other Authors: Yin-Feng Gau
Format: Others
Language:zh-TW
Published: 2010
Online Access:http://ndltd.ncl.edu.tw/handle/99425137394986014335