Disclosure and Manipulation at Closing Phase: Evidence fromthe Taiwan Stock Exchange
碩士 === 國立高雄第一科技大學 === 風險管理與保險研究所 === 102 === On February 20, 2012, the Taiwan Stock Exchange changed its closing call auction, and the main change is disclosing the simulative best bid and ask on limit order book at closing phase. This study empirically analyzes the proxies of manipulation including...
Main Authors: | , |
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Other Authors: | |
Format: | Others |
Language: | en_US |
Published: |
2014
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Online Access: | http://ndltd.ncl.edu.tw/handle/80211489915835325211 |