The Impact of Frequent Trading on Futures Market Liquidity
碩士 === 淡江大學 === 財務金融學系碩士班 === 103 === This paper investigates about the impact of Frequent Trading on futures market liquidity by examining the model which developed by Hendershott, Jones and Menkveld (2011) on Taiwan futures market. To define the Frequent Trading, this paper measured the time gap b...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2015
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| Online Access: | http://ndltd.ncl.edu.tw/handle/93903158145278234545 |