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...

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Bibliographic Details
Main Authors: Tzu-Hsiang Liao, 廖梓翔
Other Authors: Yi-Heng Tseng
Format: Others
Language:zh-TW
Published: 2017
Online Access:http://ndltd.ncl.edu.tw/handle/59dq6z