Evaluation of the Effects of Short Sale Up-tick Rule on Returns Volatility

碩士 === 南華大學 === 財務金融學系財務管理碩士班 === 96 ===   The policy of short sale up-tick rule had been conducted on Taiwan 50 index for three years. It is worthwhile to examine whether this policy applies to other field. The purpose of this thesis is to empirically investigate the effect of the short sale trad...

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Bibliographic Details
Main Authors: Yi-chang Chen, 陳益璋
Other Authors: Jui-chen Chang
Format: Others
Language:zh-TW
Published: 2008
Online Access:http://ndltd.ncl.edu.tw/handle/40901177096333966380