Investor Behavior, Trade Duration and TXO Price Volatility
碩士 === 淡江大學 === 財務金融學系碩士班 === 99 === This study uses ACD(1,1) and ACD(1,1)-GARCH(1,1) model to discuss the relatedness of duration between volume and maturity, and effect of price volatility come from investor behavior. We also discusses and compares investors’ trading volume and trading duration, a...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2011
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| Online Access: | http://ndltd.ncl.edu.tw/handle/46939057907916355983 |