Estimation of the Asymmetric ACD— Probability of Informed Trading Model — The case of Taiwan Stock Exchange
碩士 === 國立臺北大學 === 財務金融英語碩士 學位學程(GMBA) === 106 === This study measure the asymmetric ACD probability of informed trading (AACD PIN) underlying the case study of Taiwan Stock Exchange (TWSE) market. Our microstructure data is obtained from Taiwan Stock Exchange and we calculate the asymmetric ACD prob...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2018
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| Online Access: | http://ndltd.ncl.edu.tw/handle/2zbzpp |