The Relaxation of Daily Price Limit and Market Quality: Evidence from the Taiwan Stock Exchange
碩士 === 國立暨南國際大學 === 財務金融學系 === 106 === In this paper we use Taiwan Stock Exchange intraday data to discuss the effect of price fluctuation limits on market quality. After the relaxation of the price limit order duration increase and fill rate decline in Taiwan stock market; in both buy order and sel...
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2018
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| Online Access: | http://ndltd.ncl.edu.tw/handle/csuj5c |