The Relationship of Price Limits and Stock Returns-Empirical Evidence from Taiwan

碩士 === 國立彰化師範大學 === 企業管理學系 === 97 === This study examines the relationship between price limits and stock returns by constructing daily limits-hit portfolios from YAHOO stock tracker provided by Taiwan Stock Exchange (TSE). Limits-hit stocks are classified into close-limit-hit (stock prices hit limi...

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Bibliographic Details
Main Authors: Pin-Ju Chen, 陳品如
Other Authors: Che-Peng Lin
Format: Others
Language:en_US
Published: 2009
Online Access:http://ndltd.ncl.edu.tw/handle/33622822144337215006