Influential Trade Detection in Stock Markets

碩士 === 國立中山大學 === 應用數學系研究所 === 104 === We use high frequency transaction data in NYSE, and investigate influential trade detection in stock markets. In part 1, We defined the influential trade in stock markets with high frequency transaction data according to the effect of each short and long term t...

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Bibliographic Details
Main Authors: Yuan-hao Chen, 陳元豪
Other Authors: Mei-Hui Guo
Format: Others
Language:en_US
Published: 2016
Online Access:http://ndltd.ncl.edu.tw/handle/77353453710964391987