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...
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/87372871312036940305 |