The impact of short selling and margin trading on intraday pattern of bid-ask spreads : Evidence from the Taiwan Stock Exchange
碩士 === 國立中正大學 === 財務金融研究所 === 100 === Previous studies suggest that the bid-ask spreads varies during a trading day following a U-shaped pattern. One explanation for this observation is that it is the result of changes in information asymmetry costs, which are caused by the i...
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2012
|
| Online Access: | http://ndltd.ncl.edu.tw/handle/14157622811099063618 |