The Impact of Price Limit on Herding Behavior: Daily and Intraday Analysis of Stock Market
碩士 === 國立臺中科技大學 === 財務金融研究所碩士班 === 106 === This study uses daily and intraday data to explore the impact of the relaxation of price fluctuation limits on herding behavior. Two types of model, including cross-sectional absolute deviation (CSAD) and cross-sectional standard deviation of return (CSSD),...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2018
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| Online Access: | http://ndltd.ncl.edu.tw/handle/y7b25b |