台灣50指數基金日內交易型態研究
碩士 === 國立政治大學 === 國際貿易研究所 === 93 === This study examines intraday patterns of the Taiwan Top 50 Tracker Fund (TTT), with special emphasis on the causal relationship between trading volume and return, and the causal relationship between trading volume and deviation ratio. We find strong intraday seas...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2005
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| Online Access: | http://ndltd.ncl.edu.tw/handle/18997994074946661234 |