The Study of Trading Volume, Investors Heterogeneity, and Price Volatility: Evidence from the Taiwan Stock Market
博士 === 國立東華大學 === 經濟學系 === 96 === Abstract Using Taiwanese intraday limit-order and trade data, we investigate the volume-volatility relation by estimating the elasticities of limit order book and distinguishing the contributions among different investor groups. Firstly, there is a positive relatio...
| Main Authors: | , |
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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/vx885r |