The Effects of Removing Uptick Rule on Liquidity, Volatility, and Efficiency of Taiwan Mid-Cap 100 Index Constituents
碩士 === 逢甲大學 === 財務金融學所 === 98 === This study examines the effects of removing uptick rule on liquidity, volatility and efficiency of Taiwan Mid-Cap 100 Index constituents. Starting from November 11, 2007, the Taiwan Stock Exchange removes the constraints of short sales under the last closing price f...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2010
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| Online Access: | http://ndltd.ncl.edu.tw/handle/95177385085652596817 |