The Study on the Speed of Price Adjustment under Trading Restriction
碩士 === 淡江大學 === 財務金融學系碩士班 === 98 === The study focuses is the speed of price adjustment when Taiwan Stock Exchange Corp. (TSEC) relax short sales restrictions on the Taiwan 50/100 index (T50/T100) components. Furthermore, we apply the dynamic unrestricted VAR and Dimson beta regressions models to me...
| 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/81945646556497381784 |