Trade-Size and Price Clustering: The Cases of Short Sales and Margin Purchases in the Taiwan Stock Market
碩士 === 國立中正大學 === 財務金融研究所 === 100 === This paper investigates the existences of the trade-size clustering and the price clustering of short sales, margin purchases, and non-short and non-margin trades at the intraday trading level in the Taiwan Stock Exchange (TWSE). Our empirical results show that...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2012
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| Online Access: | http://ndltd.ncl.edu.tw/handle/11984699089241118643 |