How Block Trades Affect Stock Return? Evidence from the Taiwan Stock Exchange

碩士 === 國立暨南國際大學 === 財務金融學系 === 106 === This research mainly discusses how block trades affect stock return. We use intraday order data, trade data, and display data from Taiwan Stock Exchange to investigate the following topics. In this paper, we separately examine (1) the volatility of stock price...

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Bibliographic Details
Main Authors: WU, YI-HSIEN, 吳羿嫻
Other Authors: HUNG, PI-HSIA
Format: Others
Language:zh-TW
Published: 2018
Online Access:http://ndltd.ncl.edu.tw/handle/ka48wd