A Study of the Relationship between Securities Lending and Stock Price
碩士 === 國立臺灣大學 === 經濟學研究所 === 99 === This research mainly adopts vector autoregression model to conduct an empirical analysis of the relationship between securities lending transactions and stock price changes. Four time-series data used in this study are stock price, daily volume of securities l...
| 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/81399911542260656824 |