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...

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Bibliographic Details
Main Authors: Jian, jia-ming, 簡加明
Other Authors: Jheng, su-ying
Format: Others
Language:zh-TW
Published: 2011
Online Access:http://ndltd.ncl.edu.tw/handle/79736780393919386991