Price-Volume Relation--QFII Order Imbalance in Time Varying Model
碩士 === 國立臺灣大學 === 財務金融學研究所 === 92 === This thesis focuses on QFII influences on stock returns by investigating order imbalance from QFII trading behavior, and then reveals whether there are information contents for investors to exploit and earn profit. We select thirty stocks from TSE and get the da...
| Main Authors: | , |
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| Format: | Others |
| Language: | en_US |
| Published: |
2004
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| Online Access: | http://ndltd.ncl.edu.tw/handle/52289846631000020544 |