An Empirical study of the relation between trading volume and volatility in the Taipei foreign exchange market
碩士 === 國立政治大學 === 國際經營與貿易研究所 === 96 === In this study, I examine the interaction of volume and volatility in the Taipei foreign exchange market over January 2004 to December 2007. Consistent with empirical results of previous research, I find a positive relation between total trading volume and vola...
Main Authors: | , |
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Other Authors: | |
Format: | Others |
Language: | en_US |
Published: |
2008
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Online Access: | http://ndltd.ncl.edu.tw/handle/27813737387009102767 |