Margin Regulation and Stock Market Volatility:Evidence from Taiwan
碩士 === 銘傳大學 === 財務金融學系 === 86 === This paper examines the effect of margin requirements on stock market volatilityin Taiwan. In examining the relationship between margins and volatility, onlyconditional variance had a significant relationship. This paper will also show that a liquidity effect rather...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
1998
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| Online Access: | http://ndltd.ncl.edu.tw/handle/68247251984777874122 |