The Effect of Disclosing Information on Taiwan Futures Returns and Volatility among Different Futures Traders
碩士 === 國立臺北大學 === 國際企業研究所 === 100 === This research examines how the signed information of price and volume influences the TAIEX returns and volatility. Bid / ask trading price and volume trading at bid / ask price are employed to represent the low transparency market and high transparency market si...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2012
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| Online Access: | http://ndltd.ncl.edu.tw/handle/78439307028340499958 |