What kind of trades move price changes? Evidence from Taiwan futures contracts
碩士 === 國立臺灣科技大學 === 財務金融研究所 === 100 === Applying the method of Barclay and Warner (1993), this study aim to explore what kind of trades moves price changes in Taiwan futures market. The categories of trades include trade sizes, trader groups, trading time intervals, buyer/seller initiated, limit/mar...
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2012
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| Online Access: | http://ndltd.ncl.edu.tw/handle/6e2d3q |