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...
Main Authors: | , |
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Other Authors: | |
Format: | Others |
Language: | en_US |
Published: |
2008
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Online Access: | http://ndltd.ncl.edu.tw/handle/28693149921702288580 |