Order Imbalance on Ex-Dividend Day
碩士 === 國立東華大學 === 國際經濟研究所 === 93 === Applying the stock order data in the Taiwan stock market, order imbalance, this paper studies Taiwan investor’s behaviors around ex-dividend days. The results are not consistent with Frank and Jagannathan’s (1998) theoretical derivation. First, the investors’ beh...
| 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/88935233881708590996 |