Does Stock Traders’ Order Aggressiveness Predict Future Return? Evidence from an Order-driven Market
碩士 === 國立暨南國際大學 === 財務金融學系 === 104 === Abstract This paper examines the relation between order aggressiveness, stock return and investment performance across investor classes on the Taiwan Stock Exchange. We combine the intraday order-level data, transaction-level data, and display information to c...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2016
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| Online Access: | http://ndltd.ncl.edu.tw/handle/8952q4 |