High-frequency traders impact on market quality and price efficiency: Evidence from Taiwan
碩士 === 國立中央大學 === 財務金融學系 === 107 === This study examined the activities of Taiwan futures market traders who have similar trading features with high-frequency traders (HFTs) in NASDAQ and NYSE, high-frequency trading (HFT) is beneficial to futures market during normal period but detrimental to marke...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2019
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| Online Access: | http://ndltd.ncl.edu.tw/handle/b546sh |