2024-03-28T17:48:44Z
https://nagoya.repo.nii.ac.jp/oai
oai:nagoya.repo.nii.ac.jp:00008849
2023-11-13T02:04:34Z
659:853:854:1058
証券取引における気配・約定情報
Information of Securities Transactions
太田, 亘
OHTA, Wataru
open access
Securities exchanges provide the public with information about quotes and executions, which is referred to as tick-by-tick data. In regard to the Tokyo Stock Exchange, this article explains how orders are executed, what kind of information is released to the public, and how we can estimate orders submitted to the exchange by tick-by-tick data.
名古屋大学経済学会
2004-09-30
jpn
departmental bulletin paper
VoR
https://doi.org/10.18999/ecos.52.2.21
http://hdl.handle.net/2237/10602
https://nagoya.repo.nii.ac.jp/records/8849
10.18999/ecos.52.2.21
0022-9725
経済科学
52
2
21
40
https://nagoya.repo.nii.ac.jp/record/8849/files/ecos_52_2_21.pdf
application/pdf
2.1 MB
2018-02-19