The Impact of the Repeal of the Short Sale Restriction on the Liquidity of Underlying Stocks: An Emerging Market Study of the Taiwan 50 ETF
碩士 === 國立交通大學 === 財務金融研究所 === 95 === This paper employs the bid-ask spread ticks and the liquidity variables to investigate the impact of the repeal of the short sale restriction on the liquidity of underlying stocks in the Taiwan 50 ETF. The sample period extends from March 17, 2005 to July 8, 200...
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Format: | Others |
Language: | en_US |
Published: |
2007
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Online Access: | http://ndltd.ncl.edu.tw/handle/79457559636630821632 |