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...
Main Authors: | , |
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Other Authors: | |
Format: | Others |
Language: | zh-TW |
Published: |
2009
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Online Access: | http://ndltd.ncl.edu.tw/handle/63925863512825410320 |