Business Cycle and Order Imbalance by Investor Type: Evidence from the Taiwan Futures Exchange
博士 === 國立暨南國際大學 === 國際企業學系 === 100 === This dissertation uses high-frequency transaction data obtained from the Taiwan Futures Exchange (TAIFEX) to analyze the dynamics between returns and trading flows by institutional and individual investors and to test whether the dynamic relationship changes wi...
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2012
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| Online Access: | http://ndltd.ncl.edu.tw/handle/04469103155061615827 |