An Empirical Study on Security Lending Information and Stock Return
碩士 === 國立高雄第一科技大學 === 金融系碩士班 === 105 === This paper examines the effect of the security lending information on future stock returns. By analyzing the sample of listed stocks in Taiwan stock exchange, we examine whether the security lending information, including daily total lending volume, daily wei...
Main Authors: | , |
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Other Authors: | |
Format: | Others |
Language: | zh-TW |
Published: |
2017
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Online Access: | http://ndltd.ncl.edu.tw/handle/5j7egv |