Investigate and Analyze the Effect of the MicrostructureVariables Related to Trading Volume for Stock Returns.
碩士 === 淡江大學 === 管理科學研究所碩士班 === 99 === This study investigates the microstructure relationship related to price and volume for constituent stocks of Taiwan 50. By employing econometric approaches for intraday data from 2005 to 2009, this study explores several impressive findings. The studied res...
| 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/72859705205498346455 |