The Magnet Effect of Price Limit on Price Movement among Different Types of Traders:A Case of Taiwan Equity Market
碩士 === 國立雲林科技大學 === 財務金融系碩士班 === 100 === The purpose of limit hit is for protecting the stock price from high stock price fluctuation. Nevertheless, Avanidhar Subrahmanyam (1994), David D. Cho et al.(2003), Tiao and Tsay (2003) find out the existence of magnet effect, means the price limit acts lik...
| 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/72996453507819415572 |