Market Efficiency and Market Stability under Short Sale Constraints

博士 === 國立中央大學 === 財務金融學系 === 102 === Abstract This dissertation contains two essays for discussing the effects of short sale constraints (SSC) on market efficiency and market stability. We take advantage of a natural experimental environment provided by the imposition of various short-sales policy...

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Bibliographic Details
Main Authors: LIEN CHUAN CHEN alias LIN KUN CHAN, 陳蓮娟
Other Authors: Robin K. Chou
Format: Others
Language:en_US
Published: 2014
Online Access:http://ndltd.ncl.edu.tw/handle/8823zt