English  |  正體中文  |  简体中文  |  Post-Print筆數 : 27 |  Items with full text/Total items : 95906/126496 (76%)
Visitors : 31674973      Online Users : 459
RC Version 6.0 © Powered By DSPACE, MIT. Enhanced by NTU Library IR team.
Scope Tips:
  • please add "double quotation mark" for query phrases to get precise results
  • please goto advance search for comprehansive author search
  • Adv. Search
    HomeLoginUploadHelpAboutAdminister Goto mobile version
    Please use this identifier to cite or link to this item: http://nccur.lib.nccu.edu.tw/handle/140.119/6112

    Title: Margin requirements and stock market volatility: Another look at the case of Taiwan
    Authors: 徐燕山
    Hsu, Yen-Shan
    Keywords: Margin requirements;Volatility
    Date: 1996-12
    Issue Date: 2008-11-05 16:58:26 (UTC+8)
    Abstract: This paper examines the effects of margin requirements on the stock market volatility of
    the Category A stock price index and Category B stock price index in the Taiwan Stock
    Market. Although we find significant short-term relationships between margin changes and
    volatility in a few cases, the empirical evidence presented in this paper is somewhat mixed.
    However, some weak evidence indicates that margin changes Granger-cause volatility for
    Category B stocks. The more speculative stocks are affected more by margin requirements.
    Relation: Pacific-Basin Finance Journal, 4(4), 409-419
    Data Type: article
    DOI 連結: http://dx.doi.org/10.1016/S0927-538X(96)00006-6
    DOI: 10.1016/S0927-538X(96)00006-6
    Appears in Collections:[財務管理學系] 期刊論文

    Files in This Item:

    File Description SizeFormat
    409419.pdf526KbAdobe PDF1037View/Open

    All items in 政大典藏 are protected by copyright, with all rights reserved.

    社群 sharing

    DSpace Software Copyright © 2002-2004  MIT &  Hewlett-Packard  /   Enhanced by   NTU Library IR team Copyright ©   - Feedback