台灣低流動性股票訊息交易之研究
碩士 === 國立清華大學 === 科技管理研究所 === 91 === This article investigates whether differences in information-based trading can explain the components of the bid-ask spread. We use the information in traded data to determine how frequently new information occurs. Our most important empirical result is that the...
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| Format: | Others |
| Language: | zh-TW |
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2003
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| Online Access: | http://ndltd.ncl.edu.tw/handle/62148287720432764221 |