The Relationship between Stock Price Endogeneity and Information Asymmetry
碩士 === 國立中山大學 === 財務管理學系研究所 === 104 === In this study we quantify herding behavior by using the Epidemic-Type Aftershock Sequence Model (ETAS), which can capture how much of price changes is due to endogenous feedback processes. Also, we introduce a new measure of information asymmetry. For this, we...
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2016
|
| Online Access: | http://ndltd.ncl.edu.tw/handle/69733927612235255296 |