The Impact of individual Investors and short sales on Day-of-the-week Effects
碩士 === 開南大學 === 財務金融學系 === 100 === In this study, we document evidence of a „traditional‟ The-day-of-the-week effect and the „reverse‟ The-day-of-the-week effects – over an extended period of eleven years (from 2000 to 2010). Using TAIWAN STOCK EXCHANGE individual stock holdings and short sales info...
Main Authors: | , |
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Other Authors: | |
Format: | Others |
Language: | zh-TW |
Published: |
2011
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Online Access: | http://ndltd.ncl.edu.tw/handle/79736780393919386991 |