The Effect of Fast Trading on Price Discovery in Taiwan Futures Market
碩士 === 淡江大學 === 財務金融學系碩士班 === 106 === This thesis investigates the effect of fast trading on price discovery in Taiwan Futures Market.According as the United States Securities and Exchange Commission (SEC) and the European Securities and Markets Authority (ESMA) induces the transaction characteristi...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2018
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| Online Access: | http://ndltd.ncl.edu.tw/handle/7f8y3b |