Information transparency on the closing session, order submission behavior and expiration-day effect of index future
碩士 === 銘傳大學 === 財務金融學系碩士班 === 102 === To improve price efficiency, the Taiwan Stock Exchange (TSE) has revised the rule of the closing session, effective on 2/20/2012, starting from five minutes before the close, wherein real trades are replaced with a sequence of simulated call auctions. The best q...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2014
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| Online Access: | http://ndltd.ncl.edu.tw/handle/48786414478119527537 |