The Impact of Price Limit on the Herding Behaviors of Investors
碩士 === 國立臺中科技大學 === 財務金融研究所碩士班 === 105 === This study uses the data from the Taiwan Stock Exchange (TWSE) from October 20, 2014 to December 31, 2015 to examine the impact of price limit on herding. The cross-sectional absolute deviation（CSAD） is used to measure herding behavior. This study further i...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2017
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| Online Access: | http://ndltd.ncl.edu.tw/handle/7ee388 |