English  |  正體中文  |  简体中文  |  Post-Print筆數 : 11 |  Items with full text/Total items : 88866/118573 (75%)
Visitors : 23556275      Online Users : 180
RC Version 6.0 © Powered By DSPACE, MIT. Enhanced by NTU Library IR team.
Scope Tips:
  • please add "double quotation mark" for query phrases to get precise results
  • please goto advance search for comprehansive author search
  • Adv. Search
    HomeLoginUploadHelpAboutAdminister Goto mobile version
    政大機構典藏 > 商學院 > 金融學系 > 期刊論文 >  Item 140.119/121272
    Please use this identifier to cite or link to this item: http://nccur.lib.nccu.edu.tw/handle/140.119/121272


    Title: Trader types and fleeting orders: Evidence from Taiwan Futures Exchange
    Authors: 林靖庭
    Lin, Ching‐Ting
    Kuo, Wei‐Yu
    郭維裕
    Contributors: 金融系;國貿系
    Keywords: fleeting order;network trading;order cancellation;Taiwan futures markets;trader types
    Date: 2018-12
    Issue Date: 2018-12-07 17:33:11 (UTC+8)
    Abstract: This paper investigates the relation between trader type and fleeting order strategy based on unique data from Taiwan Futures Exchange. We find that fleeting orders are more commonly used by institutional traders than individual traders. There exists intraday seasonality of fleeting orders submitted by institutional traders. Institutional traders do not chase market prices, but respond to changes in immediate execution costs. Network orders constitute a key component of the fleeting order strategy of proprietary traders. In sum, different types of traders, including individual traders, proprietary traders, and foreign traders, exhibit significantly different behaviors when deploying the fleeting order strategy.
    Relation: Journal of Futures Markets, Volume38, Issue12, Pages 1443-1469
    Data Type: article
    DOI 連結: https://doi.org/10.1002/fut.21963
    DOI: 10.1002/fut.21963
    Appears in Collections:[金融學系] 期刊論文

    Files in This Item:

    File Description SizeFormat
    1443-1469.pdf1837KbAdobe PDF116View/Open


    All items in 政大典藏 are protected by copyright, with all rights reserved.


    社群 sharing

    著作權政策宣告
    1.本網站之數位內容為國立政治大學所收錄之機構典藏,無償提供學術研究與公眾教育等公益性使用,惟仍請適度,合理使用本網站之內容,以尊重著作權人之權益。商業上之利用,則請先取得著作權人之授權。
    2.本網站之製作,已盡力防止侵害著作權人之權益,如仍發現本網站之數位內容有侵害著作權人權益情事者,請權利人通知本網站維護人員(nccur@nccu.edu.tw),維護人員將立即採取移除該數位著作等補救措施。
    DSpace Software Copyright © 2002-2004  MIT &  Hewlett-Packard  /   Enhanced by   NTU Library IR team Copyright ©   - Feedback