A Quantile Regression Analysis of Return-Volume Relation: Evidence from the Three Major Index in Taiwan Stock Market
碩士 === 國立中正大學 === 國際經濟所 === 96 === We examine the relationship between the stock return and trading volume in the three major indexes in Taiwan Stock Exchange using quantile regression. The empirical results show that the return-volume relationships in these three major indexes are quite different....
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2008
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| Online Access: | http://ndltd.ncl.edu.tw/handle/23479721854267249728 |