Convergence to Market Efficiency of NASDAQ Hedging Stock
碩士 === 國立臺灣大學 === 財務金融學研究所 === 96 === For a long time, the trading volume has been playing an important role in the stock market. Furthermore, investors usually utilize order imbalance as an indicator to earn abnormal returns. Among previous studies, Chordia and Subrahmanyzm (2004) found the positiv...
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2008
|
| Online Access: | http://ndltd.ncl.edu.tw/handle/76646090744522827692 |