An Empirical Study on the Asymmetric Volatility of Individual Stocks: the Case of Taiwan Stock Market
碩士 === 國立高雄第一科技大學 === 財務管理所 === 91 === This study investigates the behavior of the asymmetric volatility of all the individual stocks in the Taiwan stock market. The daily data from 1993 to 2001 are used, covering the period of the Asian financial crisis. The empirical results show that only 15% and...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2003
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| Online Access: | http://ndltd.ncl.edu.tw/handle/86396338658226590724 |