The Asymmetric Effect Of Margin Trading To The Underlying TDR And Primary Listings - Application Of Threshold-GARCH
碩士 === 嶺東科技大學 === 財務金融研究所 === 100 === This study targeted the Taiwan depositary receipts (TDR) and primary listing in HK. The sample period was from May 14, 2009 to December 31, 2010. We applied the Threshold-GARCH model and identified the periods of pre-margin trading and post-margin trading. We wo...
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2011
|
| Online Access: | http://ndltd.ncl.edu.tw/handle/72302025378783702378 |