作者未提供
碩士 === 銘傳大學 === 財務金融學系碩士在職專班 === 92 === Abstract This study examines empirically the role of informed trading in affecting asset returns using the model of measuring the probability of informed trading (PIN) by Easley , Hvidkjaer and O＇Hara(2002) and the momentum life cycle hypothesis by Lee and Swa...
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2004
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| Online Access: | http://ndltd.ncl.edu.tw/handle/38ws38 |