成交量、價格波動性與流動性之動態關係─以油價概念股為例

碩士 === 國立高雄第一科技大學 === 金融研究所 === 104 === This paper examines the empirical dynamic relations between trading volume, volatility, and liquidity for the “oil price concept” stocks listed on the Taiwan Stock Exchange (TWSE) over the period January 2005 to June 2015. We use the simultaneous equations to...

Full description

Bibliographic Details
Main Authors: Ying-Jen Wang, 王盈仁
Other Authors: Horace Chueh
Format: Others
Language:zh-TW
Published: 2016
Online Access:http://ndltd.ncl.edu.tw/handle/ejzyqp