價格漲跌幅限制改變對資訊相關個股之影響

完整後設資料紀錄

DC 欄位	值	語言
dc.contributor.author	葉臻	zh_TW
dc.contributor.author	郭家豪	zh_TW
dc.contributor.author	Yeh,Chen	en_US
dc.contributor.author	Guo,Jia-Hau	en_US
dc.date.accessioned	2018-01-24T07:36:17Z	-
dc.date.available	2018-01-24T07:36:17Z	-
dc.date.issued	2016	en_US
dc.identifier.uri	http://etd.lib.nctu.edu.tw/cdrfb3/record/nctu/#GT070353947	en_US
dc.identifier.uri	http://hdl.handle.net/11536/138666	-
dc.description.abstract	This paper uses Taiwan Stock Exchange (TSE) data from February to Septmember, 2015 to examine liquidity and price impact on informationally related stocks when price limit hits constrain trading in a stock in the same industry and focus on the strengthen of liquidity impact before and after the range of different price limit. We find that liquidity impact in higher degree of price limits is significantly stronger than lower degree of price limits. We find that substitution effect is stronger in higher degree of price limits. We find that price reversal in the short term of informationally related stocks during price limit hits.	zh_TW
dc.description.abstract	This paper uses Taiwan Stock Exchange (TSE) data from February to Septmember, 2015 to examine liquidity and price impact on informationally related stocks when price limit hits constrain trading in a stock in the same industry and focus on the strengthen of liquidity impact before and after the range of different price limit. We find that liquidity impact in higher degree of price limits is significantly stronger than lower degree of price limits. We find that substitution effect is stronger in higher degree of price limits. We find that price reversal in the short term of informationally related stocks during price limit hits.	en_US
dc.language.iso	en_US	en_US
dc.subject	漲跌幅限制	zh_TW
dc.subject	price limits	en_US
dc.subject	Limit hit	en_US
dc.subject	Asymmetric information	en_US
dc.subject	Substitution effect	en_US
dc.subject	Liquidity impact	en_US
dc.subject	price impact,	en_US
dc.title	價格漲跌幅限制改變對資訊相關個股之影響	zh_TW
dc.title	The Effect to Informationally Related Stocks by Price Limits in Taiwan Stock Exchange	en_US
dc.type	Thesis	en_US
dc.contributor.department	財務金融研究所	zh_TW
顯示於類別：	畢業論文