淡江大學機構典藏:Item 987654321/92623
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    題名: The Microstructure of the Price-Volume Relationship for the Constituent Stocks of the Taiwan 50 Index
    作者: Huang, Pao-yu;Ni, Yen-sen;Yu, Chi-min
    貢獻者: 淡江大學管理科學學系
    關鍵詞: institutional investors;microstructure;price-volume relationship
    日期: 2012-07-01
    上傳時間: 2013-10-21 12:18:13 (UTC+8)
    出版者: Armonk: M.E. Sharpe, Inc.
    摘要: Due to data concerns, the microstructure of the price-volume relationship is seldom explored in Taiwan. Through efforts to collect the data, we reveal two impressive findings to contribute to the literature. One is that declining share prices are followed by a burst in volume, especially at market close. The other is that total trading volume increased by foreign institutions boosts subsequent returns, whether the trading volume is increased by buying or selling. Both results are barely disclosed in previous studies.
    關聯: Emerging Markets Finance & Trade 48 suppl.2, pp.153-168
    DOI: 10.2753/REE1540-496X48S209
    顯示於類別:[管理科學學系暨研究所] 期刊論文

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