The Synchronicity of S&P 500 Stock Price Movements
碩士 === 元智大學 === 財務金融研究所 === 92 === This paper examines the intra-day stock price synchronicities for the S&P500 stocks during the calendar year 2000. Particular emphasis is addressed on its relationship with the trading activities, including trading volatility, trading liquidity and trading volu...
| 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/61089252064232004977 |