The impacts of repealing short-sale constraints of unchanged on short-sale and efficiency of price
碩士 === 銘傳大學 === 財務金融學系碩士班 === 103 === Taiwan’s stock market repeal incapable short-sale constraints under unchanged in succession from 2005 due to expect to raise market efficiency. This constraints was completely repealed in 2013. And result of recently research didn’t reach consistency about wheth...
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ndltd-TW-103MCU052140422017-02-19T04:31:07Z http://ndltd.ncl.edu.tw/handle/87474277764125207637 The impacts of repealing short-sale constraints of unchanged on short-sale and efficiency of price 取消平盤放空限制對放空行為與價格效率性的影響 JEY-SHING TSAI 蔡潔欣 碩士 銘傳大學 財務金融學系碩士班 103 Taiwan’s stock market repeal incapable short-sale constraints under unchanged in succession from 2005 due to expect to raise market efficiency. This constraints was completely repealed in 2013. And result of recently research didn’t reach consistency about whether repealing constraints lead to raise market efficiency on big cap, medium cap and small cap. Therefore, this paper discussed Taiwan stock market as following questions. 1. To observe the impacts of repealing constraints on short-sale which according to short-sale activity, order submission aggressiveness, timing of order submission, the quality of executing short-sale order respectively. 2. The existence of short-sale whether cause the volatility of stock market. So that discuss the relationship between quantity of short-sale and return. 3. Repealing constraints whether raise the efficiency of stock market. ZI-MAY WANG 王子湄 2015 學位論文 ; thesis 42 zh-TW |
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碩士 === 銘傳大學 === 財務金融學系碩士班 === 103 === Taiwan’s stock market repeal incapable short-sale constraints under unchanged in succession from 2005 due to expect to raise market efficiency. This constraints was completely repealed in 2013. And result of recently research didn’t reach consistency about whether repealing constraints lead to raise market efficiency on big cap, medium cap and small cap. Therefore, this paper discussed Taiwan stock market as following questions. 1. To observe the impacts of repealing constraints on short-sale which according to short-sale activity, order submission aggressiveness, timing of order submission, the quality of executing short-sale order respectively. 2. The existence of short-sale whether cause the volatility of stock market. So that discuss the relationship between quantity of short-sale and return. 3. Repealing constraints whether raise the efficiency of stock market.
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author2 |
ZI-MAY WANG |
author_facet |
ZI-MAY WANG JEY-SHING TSAI 蔡潔欣 |
author |
JEY-SHING TSAI 蔡潔欣 |
spellingShingle |
JEY-SHING TSAI 蔡潔欣 The impacts of repealing short-sale constraints of unchanged on short-sale and efficiency of price |
author_sort |
JEY-SHING TSAI |
title |
The impacts of repealing short-sale constraints of unchanged on short-sale and efficiency of price |
title_short |
The impacts of repealing short-sale constraints of unchanged on short-sale and efficiency of price |
title_full |
The impacts of repealing short-sale constraints of unchanged on short-sale and efficiency of price |
title_fullStr |
The impacts of repealing short-sale constraints of unchanged on short-sale and efficiency of price |
title_full_unstemmed |
The impacts of repealing short-sale constraints of unchanged on short-sale and efficiency of price |
title_sort |
impacts of repealing short-sale constraints of unchanged on short-sale and efficiency of price |
publishDate |
2015 |
url |
http://ndltd.ncl.edu.tw/handle/87474277764125207637 |
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