The Impact of Noise Trader and Overconfident Informed Trader on Market quality

碩士 === 國立臺北商業技術學院 === 財務金融研究所 === 97 === This study extends the model of Kyle(1985) and Daniel, Hirshleifer and Subrahmanyam(1998)by considering the noise trader. It investigates the impacets of noise trader and overconfident informed trader on market quality. In this study, market quality inclu...

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Bibliographic Details
Main Authors: Yi-Chuan Chang, 張益銓
Other Authors: Jiin-Tarng Tsay
Format: Others
Language:zh-TW
Published: 2009
Online Access:http://ndltd.ncl.edu.tw/handle/63925863512825410320