Tick Size Reduction and Realized Volatility on the Taiwan Stock Exchange

碩士 === 國立政治大學 === 國際經營與貿易研究所 === 96 === In this study, we address the impact of the tick size reduction on the Taiwan Stock Exchange on March 1, 2005. We propose to investigate the variations of trading activities and return volatility, discuss investors' behaviors to the new information and ev...

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Bibliographic Details
Main Authors: Chang, Hao Wen, 張皓雯
Other Authors: 林信助
Format: Others
Language:en_US
Published: 2008
Online Access:http://ndltd.ncl.edu.tw/handle/28693149921702288580