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Order Choices, Order Execution Quality and Trading Volume: Evidence from Reductions in the Call Auction
Interval
Author Biography
*Yi-Heng Tseng
Yi-Heng Tseng is an Associate Professor of College of Management at Yuan Ze
University and teaches economics, econometrics and international finance. His research
area includes market microstructure, international finance and behavioral finance. His
research papers have been published at Pacific-Basin Finance Journal, Research in
International Business and Finance, Technological Forecasting and Social Change,
Economic Modelling, International Journal of Tourism Research, Academia Economic
Papers, Journal of Financial Studies, Review of Securities and Futures Markets, Taiwan
Economic Review, Taiwan Economic Forecast and Policy.
*E-mail: yhtseng@saturn.yzu.edu.tw
The authors are grateful to the Area Editor and two anonymous reviewers for their insightful comments
and suggestions.
本文承蒙二位匿名審查委員、領域主編提供寶貴意見，相關建議與指正見解使本文修訂更臻完
善，並增加全文可讀性。作者也感謝國科會（原科技部）補助專題研究計畫 (MOST 110-2410-H-
155-011-; MOST 111-2410-H-155-031-) 支持，臺灣證券交易所提供委託、成交、揭示簿日內資料，
該公司資訊服務部亦多次答覆筆者對於每盤撮合頻率相關諮詢細節。對於給予本文各期版本協助
與指教的國立中山大學財務管理學系邱敬貿副教授、東海大學經濟學系戴中擎副教授，以及在臺
灣經濟學會年會、臺灣財務金融學會年會、前瞻會計與財務專刊研討會等學術會議中惠賜諸多寶
貴建議的立中央大學財務金融學系葉錦徽教授、國立交通大學管理學院胡均立院長、國立臺灣大
學財務金融學系王衍智教授、逢甲大學財金系王韻怡教授等，筆者也一併致謝。另外，也感謝元
智大學經營管理碩士班畢業生于文睿、王韻晴、林琬真、廖梓翔、Pham Hong Hanh、張凱強、
張欣婷、張灶幸、謝淳雅、田淇園、賴威丞同學等不辭辛勞地協助處理巨量的日內委託、成交、
揭示簿原始資料。
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