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The Policy Effects of Lifting the Short-Sale Price Restriction on Stock Price Behaviors

Chan, Shih-Ju; Lin, Ching-Chung; Kuo, Wen-Hsiu - In: Journal of Economics and Management 4 (2008) 2, pp. 203-228

the abnormal returns and volatility changes of those component stocks. The empirical results show that, after the removal … volatility. To reduce the possible impact on volatility, the authorities may take the activity of margin transactions into …

Persistent link: https://www.econbiz.de/10008555948

無套利市場、完全市場與風險中立機率的唯一存在 (An Arbitrage-Free and Complete Market and the Unique Existence of Risk-Neutral Probabilities)

Liu, Jen-Chang - 2019

Chinese Abstract:...

Persistent link: https://www.econbiz.de/10012861649

評論衍生性金融商品教科書與闡述資產訂價基本定理 (Reviewing the Textbooks of Derivatives and Demonstrating the Fundamental Theorem of Asset Pricing)

Liu, Jen-Chang - 2019

Chinese Abstract:...

Persistent link: https://www.econbiz.de/10012904937

Causality between stock volatility and macroeconomic volatilities in Taiwan

Chen, Yenpao - 1999

Persistent link: https://www.econbiz.de/10001506368

Överreaktioner på den Finländska aktiemarknaden

Högholm, Kenneth - In: Ekonomiska Samfundets tidskrift 53 (2000) 3, pp. 157-165

Persistent link: https://www.econbiz.de/10001534998

Impact of Taiwan Top 50 ETF on the Liquidity of the Constituents of the Taiwan 50 Index

Lin, Ching-Chung; Chiang, Min-Hsien; Chan, Shih-Ju; … - In: Journal of Economics and Management 2 (2006) 2, pp. 187-205

Taiwan Top 50 Tracker Fund (TTT) is the first Exchange Traded Fund (ETF) in Taiwan. This study investigates the impact of TTT on the liquidity of the constituent stocks. The empirical result coincides with the expectation of arbitrage hypothesis that the liquidity of the constituents is...

Persistent link: https://www.econbiz.de/10008555938