Dynamic Asymmetric Reactions of Major Asian Financial Markets to Trading Volume and Return
碩士 === 逢甲大學 === 財務金融學所 === 93 === Abstract The asymmetric international return and volatility spillover effect has been well documented in the asset pricing literature. However, the trading volume also plays major role in asset pricing. To the knowledge of author, yet, only a few research has bee...
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2005
|
| Online Access: | http://ndltd.ncl.edu.tw/handle/04268606318445552720 |