資訊交易機率估計法的精進：布朗與希爾蓋斯特(2007)的修正;Continuous Improvement in the Estimation of Probability of Informed Trading: Modifying Brown and Hillegeist (2007)

NCUIR > School of Management at National Central University > Department of Finance > Research Project > Item 987654321/96882

Please use this identifier to cite or link to this item: https://ir.lib.ncu.edu.tw/handle/987654321/96882

Title:	資訊交易機率估計法的精進：布朗與希爾蓋斯特(2007)的修正;Continuous Improvement in the Estimation of Probability of Informed Trading: Modifying Brown and Hillegeist (2007)
Authors:	賴弘能
Contributors:	國立中央大學財務金融學系
Keywords:	資訊交易機率;最大概似法;資產訂價;;Probability of Informed Trading;Maximum Likelihood Estimation;Asset Pricing.
Date:	2025-07-31
Issue Date:	2025-08-07 17:14:21 (UTC+8)
Publisher:	國家科學及技術委員會(本會)
Abstract:	本計畫提出數個改善 Brown and Hillegeist (2007) 使用的資訊交易機率模型的估計。資訊交易機率係一廣泛用來評估資訊環境的指標，在財務金融及會計的各子領域的學術文獻上應用頗多。預期本計畫的研究結果，將有助於財金與會計領域的學術研究活動。
Relation:	財團法人國家實驗研究院科技政策研究與資訊中心
Appears in Collections:	[Department of Finance] Research Project

Files in This Item:

File	Description	Size	Format
index.html		0Kb	HTML	22	View/Open

社群 sharing