The Effect for The Extreme Trading Volume in Returns and Volatility Processes for Various Stock Indexes
碩士 === 國立高雄第一科技大學 === 財務管理所 === 98 === This study uses the extreme trading volume as a proxy for sentiment indicator, and then separates them into high and low sentiment ingredient. Meanwhile, we estimate the extreme trading volume on returns and volatility processes in Europe(include UK, Germany an...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2010
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| Online Access: | http://ndltd.ncl.edu.tw/handle/86727050641389147505 |