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...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2016
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| Online Access: | http://ndltd.ncl.edu.tw/handle/77353453710964391987 |