Are Superior Information Inherent in Different Investors Determinants of Asset Pricing in the Taiwan Equity Market?

碩士 === 銘傳大學 === 財務金融學系碩士在職專班 === 96 === This study applies the tick data from TSEC, include trade book, display book and limit order book. In order to discuss trade from different investor types and examine which kind of trader trades more information. Furthermore, we can comfirm investor behavior i...

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Bibliographic Details
Main Authors: Chia-Hsin Huang, 黃家興
Other Authors: Chung-Jung Lee
Format: Others
Language:zh-TW
Published: 2008
Online Access:http://ndltd.ncl.edu.tw/handle/qw9j98