The Impacts of Offset Trading and Short Sale Restriction below Last Closing Price on Stock Market
碩士 === 銘傳大學 === 金融研究所 === 89 === This paper employs GARCH model and intervention analysis to examine the impacts of the policies of offset trading as well as short sale restriction below last closing price on stock price. In the meanwhile, we examine the influence of these two measures to margin tra...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2001
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| Online Access: | http://ndltd.ncl.edu.tw/handle/21934734328364180261 |