Optimal Order Submission Strategies in an Order-driven Market
博士 === 國立中山大學 === 企業管理學系研究所 === 99 === According to the empirical findings from evolution of liquidity, this dissertation constructs an optimal order submission strategy model within which a mixture of market and limit orders can be submitted by both informed and uninformed traders. In the Stacklber...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2010
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| Online Access: | http://ndltd.ncl.edu.tw/handle/80009220677840507387 |