Liquidity commonality under market stress in Taiwan stock market
碩士 === 國立中央大學 === 財務金融學系 === 101 === This thesis studies liquidity commonality in the stock market under different phases of market states. Liquidity commonality implies the systemic liquidity risk, and investors cannot diversify this risk with portfolio allocation. If investors have to bear more li...
| Main Authors: | , |
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2013
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| Online Access: | http://ndltd.ncl.edu.tw/handle/34334544666348858395 |