Stealth-trading Hypothesis Research:Evidence from TaiwanFutures Market
碩士 === 朝陽科技大學 === 財務金融系碩士班 === 99 === This study investigates the relationship between daily trade size for trader types and returns in Taiwan futures markets. Our unique intraday dataset identifies domestic institutional investors, individuals, futures dealers, foreign institutional investors, and...
Main Authors: | , |
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Other Authors: | |
Format: | Others |
Language: | zh-TW |
Published: |
2011
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Online Access: | http://ndltd.ncl.edu.tw/handle/48637749798809926362 |