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研究生: 沈宜葶
Shen, I-Ting
論文名稱: 逐筆交易制度對台灣股票市場之影響
The Impact of the Change to Continuous Trading on the Taiwan Stock Market
指導教授: 林軒竹
Lin, Hsuan-Chu
學位類別: 碩士
Master
系所名稱: 管理學院 - 財務金融研究所
Graduate Institute of Finance
論文出版年: 2021
畢業學年度: 109
語文別: 英文
論文頁數: 29
中文關鍵詞: 逐筆交易波動度交易量
外文關鍵詞: Continuous Trading, Volatility, Relative Volume
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  • 中文摘要 I ABSTRACT II 致謝 III Contents IV Table Contents V 1. Introduction 1 2. Literature Review and Hypotheses Development 3 3. Data and Methodology 11 3.1 Data Collection 11 3.2 Volatility 12 3.3 Relative Volume 13 3.4 t-test 14 4. Empirical Results 14 4.1 Descriptive Statistics 15 4.2 Volatility 17 4.3 Relative Volume 20 5. Conclusion 23 References 25

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