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題名:Option Hedging Pressure Effect on Order Revision in the Futures Market
書刊名:期貨與選擇權學刊
作者:陳清和袁淑芳
作者(外文):Chen, Chin-hoYuan, Shu-fang
出版日期:2018
卷期:11:2
頁次:頁89-156
主題關鍵詞:選擇權避險壓力委託單取消委託單修正Option hedging pressureOrder cancellationOrder revision
原始連結:連回原系統網址new window
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  • 點閱點閱:11
期刊論文
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37.Chordia, Tarun、Roll, Richard、Subrahmanyam, Avanidhar(2001)。Market Liquidity and Trading Activity。Journal of Finance,56(2),501-530。  new window
38.Griffiths, M. D.、Smith, B. F.、Turnbull, D. A. S.、White, R. W.(2000)。The costs and determinants of order aggressiveness。Journal of Financial Economics,56(1),65-88。  new window
39.Menkhoff, L.、Osler, C. L.、Schmeling, M.(2010)。Limit-order submission strategies under asymmetric information。Journal of Banking and Finance,34(11),2665-2677。  new window
40.Ahn, Hee-Joon、Bae, Kee-Hong、Chan, Kalok(2001)。Limit Orders, Depth and Volatility: Evidence from the Stock Exchange of Hong Kong。Journal of Finance,56(2),767-788。  new window
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56.Cho, J.-W.、Nelling, E.(2000)。The Probability of Limit-Order Execution。Financial Analysts Journal,56(5),28-33。  new window
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研究報告
1.Biais, B.、Weill, P.(2009)。Liquidity Shocks and Order Book Dynamics。Toulouse University, IDEI。  new window
2.Coppejans, M.、Domowitz, I.(2002)。Screen Information, Trader Activity, and Bid-Ask Spreads in a Limit Order Market。Pennsylvania State University。  new window
3.Hasbrouck, J.、Sarr, G.(2002)。Limit Orders and Volatility in a Hybrid Markets: The Island ECN。New York University。  new window
4.Jain, P.(2003)。Institutiona Design and Liquidity at Stock Exchanges around the World。Bloomington, IN:Indiana University。  new window
5.Large, J.(2004)。Cancellation and Uncertainty Aversion on Limit Order Books。University of Oxford。  new window
6.Yeo, W.(2005)。Cancellation of Limit Orders。National University of Singapore。  new window
 
 
 
 
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