Market Transparency and Order Imbalance:Evidences from Taiwan Index Futures and Taiwan Index Options

碩士 === 國立交通大學 === 財務金融研究所 === 101 === The basic assumption in this study is that asymmetric information is viewed as the cause of order imbalances in the futures market and the options market. In order to improve asymmetry and enhance the quality of market, Taiwan Futures Exchange (TAIFEX) has requi...

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Bibliographic Details
Main Authors: Chan, Chi-Hung, 詹啟宏
Other Authors: Chung, Hui-Ming
Format: Others
Language:en_US
Published: 2013
Online Access:http://ndltd.ncl.edu.tw/handle/83947481475889199185