Price Clustering and Trade-Size Clustering in Taiwan Stock Market

碩士 === 國立暨南國際大學 === 財務金融學系 === 97 === By using intraday trading data in Taiwan Stock Market, we first examine whether there exists price clustering and trade-size clustering. Second, to study whether there also exist price clustering or trade-size clustering across different investors, all investors...

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Bibliographic Details
Main Authors: Wan-Fei Teng, 鄧婉妃
Other Authors: Bi-Shia Hong
Format: Others
Language:zh-TW
Published: 2009
Online Access:http://ndltd.ncl.edu.tw/handle/85751270282616416342