The Influence of Price Limit Difference on the Stock Returns-Evidence from Taiwan and Singapore Spots Market
碩士 === 淡江大學 === 財務金融學系碩士在職專班 === 97 === This paper adopts the Nelson (1991) bivariate EGARCH model to study the difference of price limits between Taiwan Stock Exchange Capitalization Weighted Stock Index (TAIEX) and Singapore MSCI Taiwan Index that has significant effects on market returns and vola...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2009
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| Online Access: | http://ndltd.ncl.edu.tw/handle/20923600557511769499 |