The Relation of Volatility and Trade Size: A Comparison of NASDAQ and NYSE

碩士 === 淡江大學 === 財務金融學系 === 89 === Title of Thesis: The Relation of Volatility and Trade     Size:A Comparison of NASDAQ and NYSE   Total Page:101 Key Word: order imbalance, trade size, intraday data, Two-Stage Least Square, TAQ Name of Institute: Graduate Institute o...

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Bibliographic Details
Main Authors: Xiang-Jun Meng, 孟祥鈞
Other Authors: Huimin Chung
Format: Others
Language:zh-TW
Published: 2001
Online Access:http://ndltd.ncl.edu.tw/handle/07253291909573578258