The Relationships between Asymmetric Information Typesand Order Imbalance
碩士 === 淡江大學 === 財務金融學系碩士班 === 106 === Abstract: This thesis mainly investigates the asymmetric information leading to order imbalance in the stock market, and the effect of return and liquidity. We use the intraday data provided by the Taiwan Stock Exchange and use the constituent stocks of Taiwan...
| Main Authors: | , |
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2018
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| Online Access: | http://ndltd.ncl.edu.tw/handle/8hy68y |