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...

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Bibliographic Details
Main Authors: Yi-Hui Hsieh, 謝怡慧
Other Authors: Chun-Hsuan Wang
Format: Others
Published: 2012
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