Analyzing the Relationships Among Taiwan Stock Price Index, Margin, and Short Sale Using Threshold Models

碩士 === 國立臺北大學 === 經濟學系 === 93 === Individual investors can trade stocks by margins or short sales. If investors are loss averse, avoiding potential loss will be more important than making profit. Then, it is reasonable for them to react faster to the former situation. The techniques of threshold coi...

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Bibliographic Details
Main Authors: Cheng,Han-Liang, 鄭漢亮
Other Authors: Liu,Shi-Miin
Format: Others
Language:zh-TW
Published: 2005
Online Access:http://ndltd.ncl.edu.tw/handle/46863407319617614445