Short Sale Constraints and Stock Price Behavior

博士 === 國立臺灣科技大學 === 財務金融研究所 === 98 === This study examines the impact of short sale constraints on stock price behavior using data from the Taiwan Stock Exchange. The data involves 33 constituent stocks of the Taiwan 50 index fund over the 480 days in both the pre- and post-period surrounding the li...

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Bibliographic Details
Main Authors: Feng-Yu Lin, 林峰瑜
Other Authors: Yen-Sheng Huang
Format: Others
Language:en_US
Published: 2010
Online Access:http://ndltd.ncl.edu.tw/handle/47590952788886017201