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),...

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Bibliographic Details
Main Authors: Hsin-Yi Lin, 林欣羿
Other Authors: Hsiu-Kuei Chen
Format: Others
Language:zh-TW
Published: 2018
Online Access:http://ndltd.ncl.edu.tw/handle/y7b25b