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...
Main Authors: | , |
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Other Authors: | |
Format: | Others |
Language: | zh-TW |
Published: |
2007
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Online Access: | http://ndltd.ncl.edu.tw/handle/2h9tws |