Information Content of Order Types: Empirical Studies of Taiwan Futures Market
碩士 === 國立高雄第一科技大學 === 財務管理研究所 === 99 === We use substantial intra-data provided by TAIFEX to make a further study about the information of dynamic changes in limit order books. We investigate the information content of market and limit orders prices contribute to price discovery and the asymmetry in...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2011
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| Online Access: | http://ndltd.ncl.edu.tw/handle/11522854362032869373 |