Fleeting Orders in the Taiwan Stock Market and Their Impact on Market Liquidity

博士 === 淡江大學 === 財務金融學系博士班 === 107 === A great amount of orders cancelled shortly after submission among which over one-third are cancelled within 60 seconds. The study on the determinants of investors'' fleeting orders shows that an increase in volatility, investors'&a...

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Bibliographic Details
Main Authors: Hui-Ching Hsu, 許慧卿
Other Authors: William T. Lin
Format: Others
Language:zh-TW
Published: 2018
Online Access:http://ndltd.ncl.edu.tw/handle/cjbyj2