Determinants and Strategies for Short Sales:A Study of MSCI Taiwan Index Constituents

Determinants and Strategies for Short Sales:A Study of MSCI Taiwan Index Constituents

碩士 === 東海大學 === 財務金融學系 === 98 === This thesis investigates major determinants for short sales as well as effectiveness of implied trading strategies from January 3 of 2006 to December 31 of 2009. The sample covers 62 constituent stocks from the MSCI Taiwan Index. We adopt eight proxies for short sal...

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Bibliographic Details
Main Authors:	Peng Ssu Chieh, 彭思潔
Other Authors:	Chen-Jui Huang
Format:	Others
Language:	zh-TW
Published:	2010
Online Access:	http://ndltd.ncl.edu.tw/handle/69629887275994523880

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