Probability of Informed Trading and Momentum Effect in Taiwan stock market
碩士 === 國立雲林科技大學 === 財務金融系 === 105 === This paper is to analyze the relationship between the probability of informed trading(PIN) and portfolio-investing strategy with high-frequency data. The trading data were all fully quoted on the Taiwan Securities Exchange Company(TSEC). We find that PIN is...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2017
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| Online Access: | http://ndltd.ncl.edu.tw/handle/d5x323 |