The relationship between the magnet effect of price limits and investor sentiment
碩士 === 國立政治大學 === 財務管理研究所 === 105 === This paper refers the research method from Cho et al. (2003) by using the 892 listed stocks on TWSE from July 1, 2015 to December 31, 2016 to examine the magnet effect after TWSE extended the daily price limits to 10%. When the stock price moves close to the pri...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Online Access: | http://ndltd.ncl.edu.tw/handle/2557g6 |