DPIN measure of TWSE listed stocks & information level of different types of trader
碩士 === 國立清華大學 === 經濟學系 === 103 === The paper consists of two parts. In the first part of this research, we evaluate the level of informed trading of TWSE (Taiwan Stock Exchange) listed stocks by using dynamic intraday measure of the probability of informed trading (DPIN measure) published in Chang,...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2015
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| Online Access: | http://ndltd.ncl.edu.tw/handle/86555032147130374258 |