The dynamic relationship between stock returns and trading volume in domestic and cross-country study

碩士 === 國立雲林科技大學 === 財務金融系碩士班 === 95 === This article examines the dynamic relationship between stock return(return volatility)and trading volume(expected and unexpected trading volume) for both domestic and cross-country stock markets by applying GARCH and granger-causality methods. We use the daily...

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Bibliographic Details
Main Authors: Liang-jei Huang, 黃樑傑
Other Authors: Shew-Huei Kuo
Format: Others
Language:zh-TW
Published: 2007
Online Access:http://ndltd.ncl.edu.tw/handle/18005028701543398085