The Interaction among Intraday News Effect, Returns and Volatility in Taiwan Stock Market
碩士 === 國立高雄第一科技大學 === 金融研究所 === 100 === We examine the relationship between news releases, intraday returns and volatility in Taiwan stock market. The high-frequency five-minute intraday price and trading volume of each stock are employed. We would investigate the impact of media news to the return...
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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/21288861405414406042 |