Probability of Informed Trading, Asset Pricing Ability, Momentum Continuity Effect, and Periodic of Existence in Taiwan Equity Market
碩士 === 銘傳大學 === 財務金融學系碩士班 === 94 === This reseach extend to measure private information coming from the probability informed trading (PIN) estimates of EHO (Easely, Hvikjaer and O`hara, 2002), allowing for the transaction cost. And the necessary identification of buying-(or selling-) driven trades i...
| Main Authors: | , |
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2006
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| Online Access: | http://ndltd.ncl.edu.tw/handle/mcvj7f |