The Effect of Frequency of Order Arrival and Magnet Effect - A Study of High Price Stock and Low Price Stock in Taiwan Stock Market
碩士 === 元智大學 === 經營管理碩士班(國際企業學程) === 105 === This thesis focus on intraday trading in Taiwan stock market from 2015/2/11-2015/3/31 under the 5-second clearing time. We use Ordinary Least Square (OLS) model to detect whether the individual investor or the institutional investors will influence the fre...
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/59dq6z |