Order Imbalance Relation and Trading Strategies in NASDAQ Hedging Stocks
碩士 === 國立臺灣大學 === 財務金融學研究所 === 95 === In general, investors trade for two reasons: to hedge and share risk and to speculate on the private information. Previous research suggests that the dynamic relation between volume and returns lies in the underlying motivations. For aggressive investors, their...
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2007
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| Online Access: | http://ndltd.ncl.edu.tw/handle/15560255524458085965 |