The Effectiveness of Margin Requirements: The Role of Traders' Intelligence
碩士 === 元智大學 === 資訊管理研究所 === 93 === In this paper, we examine the effectiveness of margin requirements based on the times series properties of price and return volatility as well as their relations with trading volume under the framework of agent-based artificial stock market in which trader' be...
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2005
|
| Online Access: | http://ndltd.ncl.edu.tw/handle/80535193427279248976 |