Is Market Maker Liquidity Provider
碩士 === 淡江大學 === 財務金融學系碩士班 === 99 === This paper applies intraday data from 2008/01 to 2009/03, then we also use 15 minutes as a period to discuss whether market makers are liquidity providers or not. We separate data into five sub-data. Furthermore, we use estimated variables and regression model to...
| 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/23371256476551265189 |