Revisiting the Relationship between Stock Prices and Trading Volumes by Granger Causality Test based on Frequency Domain
碩士 === 逢甲大學 === 金融碩士在職專班 === 104 === The present study investigates the causal relationship between the stock prices and trading volume in Romania, using weekly data from October 6, 2006 to October 23, 2015. In this study, instead of applying conventional Granger causality test to investigate the re...
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| Format: | Others |
| Language: | zh-TW |
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2015
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| Online Access: | http://ndltd.ncl.edu.tw/handle/8z6mgd |