The Computing Bias in Estimating Probability of Informed Trading and Its Impact on Asset Pricing - Evidence from Taiwan Stock Market
碩士 === 國立臺北大學 === 金融與合作經營學系 === 102 === This study uses the intraday data of listed companies on Taiwan Stock Exchange to test the relationship between stock returns and the probability of informed trading (PIN) with and without the bias caused by the float point exception (FPE). During the maximiza...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2014
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| Online Access: | http://ndltd.ncl.edu.tw/handle/n3nrum |