Determinants and Strategies for Short Sales:A Study of MSCI Taiwan Index Constituents
碩士 === 東海大學 === 財務金融學系 === 98 === This thesis investigates major determinants for short sales as well as effectiveness of implied trading strategies from January 3 of 2006 to December 31 of 2009. The sample covers 62 constituent stocks from the MSCI Taiwan Index. We adopt eight proxies for short sal...
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2010
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| Online Access: | http://ndltd.ncl.edu.tw/handle/69629887275994523880 |