Abnormal Volume Return Premium: An Empirical Study in Taiwan Stock Market
碩士 === 國立臺灣科技大學 === 管理研究所企業管理學程 === 88 === This paper studies the important features of extreme trading activities (as measured by abnormal trading volume) contain information about the future evolution of stock prices. The daily data of thirty years from The Weighted Stock Price Index of Taiwan sto...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2000
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| Online Access: | http://ndltd.ncl.edu.tw/handle/99904649213834509264 |