The Factors Influencing Commonality in Liquidity:Evidence from Taiwan Stock Market
碩士 === 國立臺北商業技術學院 === 財務金融研究所 === 101 === In this study we explore the tendency for changes in liquidity to correlate across stocks, known as commonality in liquidity. Using a sample of Taiwan listed stocks, we explore the factors that affect commonality in liquidity. Empirical results show that com...
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2013
|
| Online Access: | http://ndltd.ncl.edu.tw/handle/8xv3q2 |