Short Sale Restriction on Illiquidity Market Efficiency in Financial Crisis- Banks in America
碩士 === 國立臺灣大學 === 財務金融學研究所 === 100 === In this paper, we implement order imbalance as the proxy of trading activities under short-sales restriction in 2008 by employing OLS and GARCH (1,1) model. The main purpose of our study is to investigate the dynamical relationship between market efficiency,...
| 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/01031937822743014486 |