• 沒有找到結果。

機構投資人交易對報酬率動態行為的影響

N/A
N/A
Protected

Academic year: 2022

Share "機構投資人交易對報酬率動態行為的影響"

Copied!
62
0
0

加載中.... (立即查看全文)

全文

Loading

數據

Table 1 reports the summary statistics for the variables used. We first calculate the  time-series statistics of the variable of interest for each stock, and then report its 25 th ,  50 th  (median), and 75 th  percentiles across stocks
Table 1: Summary Statistics
Table 2: Autocorrelation as a Function of Dummy Variables Constructed from  Buy and Sell Volume from Institutional Investors
Table 3: Autocorrelation as a Function of Buy and Sell Volume from Institutional Investors
+7

參考文獻

相關文件

• Implied volatility (IV) is the volatility input in a pricing model that, in conjunction with the other four inputs, returns the theoretical value of an option matching the

If the points line on the 45 o line then the skewness and excess kurtosis seen in the stochastic residuals is the same as that of a standard normal distribution, which indicates

You are given the wavelength and total energy of a light pulse and asked to find the number of photons it

If that circle is formed into a square so that the circumference of the original circle and the perimeter of the square are exactly the same, the sides of a pyramid constructed on

These strategies include hands-on and minds-on exploratory activities that allow students to integrate and apply knowledge and skills, sustain their interests in science

volume suppressed mass: (TeV) 2 /M P ∼ 10 −4 eV → mm range can be experimentally tested for any number of extra dimensions - Light U(1) gauge bosons: no derivative couplings. =>

The temperature angular power spectrum of the primary CMB from Planck, showing a precise measurement of seven acoustic peaks, that are well fit by a simple six-parameter

incapable to extract any quantities from QCD, nor to tackle the most interesting physics, namely, the spontaneously chiral symmetry breaking and the color confinement.. 