The Relationship between Trading Volume、Price Volatility and Market Depth: Evidence from the Future Exchange of Taiwan.
碩士 === 淡江大學 === 財務金融學系 === 92 === This paper uses Markov-switching model to estimate and forecast for TAIFEX and examines the relationships among volume, price volatility and market depth. We also analyze if asymmetry effects exist between expected and unexpected effects and between unexpected posit...
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2004
|
| Online Access: | http://ndltd.ncl.edu.tw/handle/92453679426580735605 |