Commonality in Liquidity and Market Volatility in Taiwan
碩士 === 國立高雄第一科技大學 === 財務管理研究所 === 102 === Using data for the Taiwan stock market from 1994Q1 to 2009Q4, this paper documents whether the time-series tendency of aggregate commonality in liquidity coincides with market volatility. We show that, over time, market volatility positively affects the aggr...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2014
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| Online Access: | http://ndltd.ncl.edu.tw/handle/03948815407696794550 |