The Determinants of Individual Stock Liquidity and the Influences of financial Crisis—A Study of Taiwan 50 ETF
碩士 === 朝陽科技大學 === 保險金融管理系碩士班 === 100 === In the microstructure literature, most empirical studies used the bid-ask spread, trading volume or turnover to be proxies of asset liquidity. While this paper will use the Amihud(2002) ILLIQ to measure individual stock liquidity in Taiwan. Moreover, choosing...
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2012
|
| Online Access: | http://ndltd.ncl.edu.tw/handle/90602900620900927494 |