The Information Contents of an Open Limit Order Book and Limit Orders of Institutional and Individual Traders in Taiwan Stock Market
碩士 === 銘傳大學 === 財務金融學系碩士班 === 99 === In recent years, the financial trend of revealing the information of open limit order book causes many researchers to explore the information conent of the limit order book. Using the intraday data of Taiwan Stock Exchange,this study applies the impulse response...
| 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/72345202021449942975 |