The Intraday Price-Volume Relationship:Evidence from Taiwan Stock Market
碩士 === 國防管理學院 === 國防財務資源研究所 === 93 === The prior literature concerning the price-volume relationship almost focuses on the daily dataset of the individual market, lack of studying the interactions across different financial markets. Instead, this study applied VAR model and GARCH model to explore th...
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/36113496029415236505 |