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...

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Bibliographic Details
Main Authors: Zhong-Rong Liu, 劉忠融
Other Authors: Ruei-Lin Lee
Format: Others
Language:zh-TW
Published: 2011
Online Access:http://ndltd.ncl.edu.tw/handle/48637749798809926362