Autor:	Yi-Lin Lee, 李易霖
Rok vydání:	2014
Druh dokumentu:	學位論文 ; thesis
Popis:	102 nformed traders trade aggressively when the latest annual earning information released to the markets, and passive investors whose limit orders waiting for execution in the order-book will be the liquidity suppliers of informed trader. This study finds that passive trader’s net trading position around earnings announcements has poor holding return, and less informed passive individual investors suffer biggest losses.
Databáze:	Networked Digital Library of Theses & Dissertations
Externí odkaz:	http://ndltd.ncl.edu.tw/handle/44295307051615466811 Zobrazit plný text záznamu