The magnet effect of price limits on Taiwan Stock Exchange : evidence from high technology firms
碩士 === 淡江大學 === 財務金融學系 === 92 === Many financial markets impose limits on the amount asset prices can change within a trading day to prevent the market from overreacting and, hence, to dampen volatility. We used high-frequency data on Taiwan Stock Exchange (TSE) stocks to conduct an empirical study...
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2004
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| Online Access: | http://ndltd.ncl.edu.tw/handle/22978989714222657845 |