個股的動態價量關係-以台灣股票市場為例
碩士 === 國立政治大學 === 國際貿易研究所 === 95 === We utilize the model of Llorente, Michaely, Saar and Wang (2002) to exam the dynamic volume-return relation of individual stocks in Taiwan stock market. In the LMSW (2002) model, investors trade to share risk and speculate on private information, and the show tha...
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| Format: | Others |
| Language: | en_US |
| Online Access: | http://ndltd.ncl.edu.tw/handle/3fk43e |