Information Content of Stealth trading and its return predictability: Evidence from the Taiwan market
碩士 === 東海大學 === 財務金融學系 === 104 === To investigate the information content contained in trading volume of TAIEX futures and TAIEX options, this research adopts Schlag and Stoll’s (2005) method to divide trading volume of TAIEX futures and TAIEX options into bullish trading volume and bearish trading...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2016
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| Online Access: | http://ndltd.ncl.edu.tw/handle/3bhp93 |