The Impact of Day-Trading on Volatility and Liquidity in Taiwan Stock Market
碩士 === 銘傳大學 === 財務金融學系碩士班 === 100 === This study employs the Panel Vector Autoregressive model to examine the interactions of day-trading, volatility and liquidity, also investigates that whether the effects among the financial, electronic and traditional sectors are different using the data on the...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2012
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| Online Access: | http://ndltd.ncl.edu.tw/handle/58773299279623107417 |