Information Asymmetry and Price-Volume Relations
碩士 === 國立臺灣大學 === 商學研究所 === 90 === In this study we examine the price-volume and volume-volatility relations of large trading, and try to find some indicator to capture the price effect of information asymmetry. We use three indicators from large orders─ buy-to-sell ratio (I1), excess-buy to volume...
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| Format: | Others |
| Language: | en_US |
| Published: |
2002
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| Online Access: | http://ndltd.ncl.edu.tw/handle/92537455240373539920 |