The Analytical Study of Taiwan Stock Market Price Index and Volume Influence by It''s Margin Regulation

碩士 === 大葉大學 === 事業經營研究所 === 87 === Abstract This paper examines the effects of margin regulation on the stock price index and volume influence in the Taiwan Stock Market. Alough we find significant L and S structure relationships between margin change and volatility in some case, the em...

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Bibliographic Details
Main Authors: Lou Mou Hao, 樓慕豪
Other Authors: 林志忠
Format: Others
Language:zh-TW
Published: 1999
Online Access:http://ndltd.ncl.edu.tw/handle/32690846476901409603
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Summary:碩士 === 大葉大學 === 事業經營研究所 === 87 === Abstract This paper examines the effects of margin regulation on the stock price index and volume influence in the Taiwan Stock Market. Alough we find significant L and S structure relationships between margin change and volatility in some case, the empirical evidence presented in this paper is somewhat mixed. However, some strong evidence indicates that margin changes for stock price index and volume influence.