The Effect of Frequent Traders on Market Liquidity and Returns in Taiwan Futures Market
碩士 === 國立臺灣師範大學 === 管理研究所 === 104 === The study aims to create indexes to indicate two groups of frequent traders in Taiwan futures exchange market. One is by observing order revision of each account, another is by order frequency. By separating frequent traders from the majority non-frequent trader...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2016
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| Online Access: | http://ndltd.ncl.edu.tw/handle/06957447518585690933 |