What kind of trades drive stock price in different categories of price volatility?--Analysis with trade size and market thickness
碩士 === 國立成功大學 === 財務金融研究所 === 93 === The relationship between stock return and volume not only shows the dynamic structure of the stock market, but also illustrates the influence of inside information on the market. Related to what kinds of trades drive stock price, literature has already provided...
Main Authors: | , |
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Other Authors: | |
Format: | Others |
Language: | zh-TW |
Published: |
2005
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Online Access: | http://ndltd.ncl.edu.tw/handle/87796390205269625137 |