The Impact of Frequent Trading on Options Liquidity

碩士 === 淡江大學 === 財務金融學系碩士班 === 103 === What if there are traders whose trading behaviors are similar to market makers, will they bring the merits to the liquidity of Taiwan options market? First, this paper defines those traders as Frequent Traders (FT), whose trades are more than others and whose po...

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Bibliographic Details
Main Authors: Li-Han Chen, 陳立瀚
Other Authors: 林蒼祥
Format: Others
Language:zh-TW
Published: 2015
Online Access:http://ndltd.ncl.edu.tw/handle/36904989111571623048