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...

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Bibliographic Details
Main Authors: Yang, Li ji, 楊立吉
Other Authors: Yamamoto, Ryuichi
Format: Others
Language:en_US
Published: 2008
Online Access:http://ndltd.ncl.edu.tw/handle/27813737387009102767