Investigeting the Relationship Between Trading Volume and Volatility in Taiwan’s Stock and Futures Markets： The Role of Informed Traders
碩士 === 中華大學 === 經營管理研究所 === 97 === This study examines the volume-volatility information theory in Taiwan stock market. Both volatility and trading volume are influenced by the flow of new information into the market. We inquire whether they react information simultaneously or sequentially in Taiwan...
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2009
|
| Online Access: | http://ndltd.ncl.edu.tw/handle/87851263689752221731 |