Commonality in Liquidity-the case of Taiwan 50 index
碩士 === 國立高雄第一科技大學 === 財務管理所 === 91 === This paper mainly explores liquidity commonality in Taiwan stock market. We meaure liquidity as quoted spread and deviation between order supply and order demand. The empirical findings indicate that Taiwan stocks exist liquidity commonality. We show that l...
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2003
|
| Online Access: | http://ndltd.ncl.edu.tw/handle/50688859443466156360 |