The relationship between intraday stock returns, return volatility and trading volume： Evidence from the investors in the Taiwan stock market
碩士 === 國立雲林科技大學 === 財務金融系碩士班 === 99 === This study investigates the relationship between intraday stock returns, return volatility and trading volume by using GARCH model in the Taiwan stock market. The empirical results show that contemporaneous institutional and individual trading volume has an i...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2011
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| Online Access: | http://ndltd.ncl.edu.tw/handle/20344067001042360729 |