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