Intraday Return – Order Imbalance Relation in NASDAQ Speculative New Highs
碩士 === 國立臺灣大學 === 財務金融學研究所 === 93 === According to previous studies, we can learn from volume depends on why investors trade and how trades with different motives relate to prices. Speculative trades generate positively autocorrelated returns. There is a phenomenon that returns of individual stocks...
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| Format: | Others |
| Language: | en_US |
| Published: |
2005
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| Online Access: | http://ndltd.ncl.edu.tw/handle/10233112551920286995 |