The Relationship between Trader Types and Bid-Ask Spread
碩士 === 朝陽科技大學 === 財務金融系碩士班 === 99 === We examine whether the components decomposed by bid-ask spread are influenced by the dollar ratio of net buy sell order imbalance for trader types. Our trader types in Taiwan futures market are foreign institutional investors, domestic institutional investors, f...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2011
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| Online Access: | http://ndltd.ncl.edu.tw/handle/29222812476588172809 |