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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| Format: | Others |
| Language: | zh-TW |
| Published: |
2001
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| Online Access: | http://ndltd.ncl.edu.tw/handle/07253291909573578258 |