Author: Da-Bai Shen
Publisher:
ISBN:
Category : Stocks
Languages : en
Pages : 146
Book Description
Price limits and the stock market in Taiwan
Author: Da-Bai Shen
Publisher:
ISBN:
Category : Stocks
Languages : en
Pages : 146
Book Description
Publisher:
ISBN:
Category : Stocks
Languages : en
Pages : 146
Book Description
The Impact of Relaxing Price Limits on Taiwan Stock Market
Author: 林詔瑩
Publisher:
ISBN:
Category :
Languages : en
Pages : 31
Book Description
Publisher:
ISBN:
Category :
Languages : en
Pages : 31
Book Description
Price Limit and Volatility in Taiwan Stock Exchange
Author: Aktham Issa Maghyereh
Publisher:
ISBN:
Category :
Languages : en
Pages : 0
Book Description
We reexamine the effects of price limits on the stock volatility of Taiwan Stock Exchange using a new methodology based on the Extreme-Value technique. Consistent with the advocates of price limits, we find that stock market volatility is sharply moderated under more restrictive price limits.
Publisher:
ISBN:
Category :
Languages : en
Pages : 0
Book Description
We reexamine the effects of price limits on the stock volatility of Taiwan Stock Exchange using a new methodology based on the Extreme-Value technique. Consistent with the advocates of price limits, we find that stock market volatility is sharply moderated under more restrictive price limits.
Empirical Estimates on Effects of Price Limits on Stock Prices
Author: Jeff Jing-Sheng Chung
Publisher:
ISBN:
Category :
Languages : en
Pages : 192
Book Description
Publisher:
ISBN:
Category :
Languages : en
Pages : 192
Book Description
Effect to Informationally Related Stocks by Price Limits in Taiwan Stock Exchange
Author:
Publisher:
ISBN:
Category :
Languages : en
Pages :
Book Description
Publisher:
ISBN:
Category :
Languages : en
Pages :
Book Description
Daily Serial Correlation, Trading Volume and Price Limits
Author: Lee-rong Wang
Publisher:
ISBN:
Category :
Languages : en
Pages :
Book Description
Publisher:
ISBN:
Category :
Languages : en
Pages :
Book Description
The Information Content of Price Limits in Taiwan Stock Exchange
Author: Yun-Pin Chen
Publisher:
ISBN:
Category :
Languages : en
Pages :
Book Description
Publisher:
ISBN:
Category :
Languages : en
Pages :
Book Description
Price Limits and Market Volatility in Taiwan
Author: Soushan Wu
Publisher:
ISBN: 9780947069759
Category : Stocks
Languages : en
Pages : 12
Book Description
Publisher:
ISBN: 9780947069759
Category : Stocks
Languages : en
Pages : 12
Book Description
Daily Price Limits and Market Volatility
Author: Sue-Fung Wang
Publisher:
ISBN:
Category : Securities
Languages : en
Pages : 105
Book Description
Publisher:
ISBN:
Category : Securities
Languages : en
Pages : 105
Book Description
The Price Impact Cost in Taiwan Stock Market
Author:
Publisher:
ISBN:
Category :
Languages : en
Pages :
Book Description
This paper investigates the price impact cost for MSCI constituents on the Taiwan Stock Exchange (TSE) from Jan. 2001 to Dec. 2004. While the behavior of price impact cost in U.S. security markets has been extensively analyzed, there are few studies about it in the pure limit-order markets. Unlike Breen, Hodrick, and Korajczyk (2002), a panel data model is applied to fit our cross-sectional and time series data. We find that the price impact cost is well predicted by predetermined firm characteristics and exhibits a Ushaped pattern over the trading day. Furthermore, the evidence suggests that the reformations of trading regulations and the improvements of information disclosures would have a significant effect on the price impact cost for overall stocks.
Publisher:
ISBN:
Category :
Languages : en
Pages :
Book Description
This paper investigates the price impact cost for MSCI constituents on the Taiwan Stock Exchange (TSE) from Jan. 2001 to Dec. 2004. While the behavior of price impact cost in U.S. security markets has been extensively analyzed, there are few studies about it in the pure limit-order markets. Unlike Breen, Hodrick, and Korajczyk (2002), a panel data model is applied to fit our cross-sectional and time series data. We find that the price impact cost is well predicted by predetermined firm characteristics and exhibits a Ushaped pattern over the trading day. Furthermore, the evidence suggests that the reformations of trading regulations and the improvements of information disclosures would have a significant effect on the price impact cost for overall stocks.