The Effect to Informationally Related Stocks by Price Limits in Taiwan Stock Exchange
碩士 === 國立交通大學 === 財務金融研究所 === 104 === This paper uses Taiwan Stock Exchange (TSE) data from February to Septmember, 2015 to examine liquidity and price impact on informationally related stocks when price limit hits constrain trading in a stock in the same industry and focus on the strengthen of liqu...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2016
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| Online Access: | http://ndltd.ncl.edu.tw/handle/7hfa8a |