Please use this identifier to cite or link to this item: http://hdl.handle.net/11455/73720
標題: A+Dynamic+Model+of+Order+Execution+and+the+Intraday+Cost+of+Limit+Orders
委託單執行的動態及限價單成本的日內型態分析
作者: 蔡怡純
馬黛
關鍵字: Order-driven market;委託單驅動市場;Probability of execution;Order sequences;Intraday patterns;Execution cost;成交機率;委託單序列;日內型態;執行成本
出版社: 臺中市:國立中興大學企業管理學系財務金融學系
Project: 臺灣管理學刊, Volume 9, Issue 2, Page(s) 137-163.
URI: http://hdl.handle.net/11455/73720
Appears in Collections:第09卷 第02期
管理學院

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