The impacts of margin purchase and short sale on stock price crash

碩士 === 長榮大學 === 經營管理研究所 === 104 === This paper investigates the impacts of margin purchase and short sale on future stock price crash risk. Using a large sample of firms listed in TWSE from 1999 to 2014, we find robust evidence that margin purchase is negatively related to the future stock price cra...

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Bibliographic Details
Main Authors: CHEN,HAN-FU, 陳罕伏
Other Authors: LO,CHIN-SHUI
Format: Others
Language:zh-TW
Published: 2016
Online Access:http://ndltd.ncl.edu.tw/handle/35900987526656728551