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~person:"Lee, Yi-tsung"
~person:"Roll, Richard"
~subject:"Taiwan"
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Search: subject:"Markteffizienz"
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Taiwan
Efficient market hypothesis
9
Effizienzmarkthypothese
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Aktienmarkt
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1996-2002
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Lee, Yi-tsung
Roll, Richard
Chien, Cheng-yi
2
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Jingji-lunwen
1
Journal of financial and quantitative analysis : JFQA
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ECONIS (ZBW)
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Intraday information, trading volume, and return volatility : evidence from the order flows on the Taiwan Stock Exchange
Chow, Edward H.
;
Lee, Yi-tsung
;
Liu, Yu-jane
- In:
Jingji-lunwen
32
(
2004
)
1
,
pp. 107-148
Persistent link: https://www.econbiz.de/10002115787
Saved in:
2
Order imbalances and market efficiency : evidence from the Taiwan stock exchange
Lee, Yi-tsung
;
Liu, Yu-jane
;
Roll, Richard
; …
- In:
Journal of financial and quantitative analysis : JFQA
39
(
2004
)
2
,
pp. 327-341
Persistent link: https://www.econbiz.de/10002103632
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