Analysis of Trading Behavior among Various Types of Investors on Price Limits Days

碩士 === 國立中正大學 === 會計與資訊科技所 === 95 === We analyze trading behavior among various types of investors and stock characteristics in the Taiwan bond futures market on price limits days , using data from January 2, 2004 to October 31, 2005. We find that investors make no profit of stocks on price limits d...

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Bibliographic Details
Main Authors: Ning-Fang Hsu, 許寧芳
Other Authors: Yyeh-Chiao George Lin
Format: Others
Language:zh-TW
Published: 2007
Online Access:http://ndltd.ncl.edu.tw/handle/41664800631104282946