A Study on Information Transmission and Volume-price Relationship in Taiwan Stock Index and Industrial Stock Index

碩士 === 國立中山大學 === 財務管理學系研究所 === 95 === The purpose of this study is to research the volume-price relationship and information transmission among Taiwan Stock Index, Electronic Industry Index, Financial Industry Index and Plastic Industry Index. This study uses the time series methods of ADF unit roo...

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Bibliographic Details
Main Authors: Chen-wei Chang, 張琛維
Other Authors: 黃振聰
Format: Others
Language:zh-TW
Published: 2007
Online Access:http://ndltd.ncl.edu.tw/handle/2h9tws