The Dynamic Relation between Return and Institutional and Individual Trades

碩士 === 大葉大學 === 企業管理學系碩士班 === 99 === This study investigates the daily dynamic relations between returns and institutional and individual trades in the Taiwan Stock Exchange(TSE) and Over-The-Counter market(OTC). Further, we test Granger-causality between institutional and individual trades at a por...

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Bibliographic Details
Main Authors: Liao, Hung Hsuan, 廖鴻軒
Other Authors: 陳玉芬
Format: Others
Language:zh-TW
Published: 2011
Online Access:http://ndltd.ncl.edu.tw/handle/87372871312036940305