| dc.creator (作者) | 徐燕山 | zh_TW |
| dc.creator (作者) | Hsu, Yen-Shan | - |
| dc.date (日期) | 1996-12 | en_US |
| dc.date.accessioned | 5-Nov-2008 16:58:26 (UTC+8) | - |
| dc.date.available | 5-Nov-2008 16:58:26 (UTC+8) | - |
| dc.date.issued (上傳時間) | 5-Nov-2008 16:58:26 (UTC+8) | - |
| dc.identifier.uri (URI) | https://nccur.lib.nccu.edu.tw/handle/140.119/6112 | - |
| dc.description.abstract (摘要) | 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. | - |
| dc.format | application/ | en_US |
| dc.language | en | en_US |
| dc.language | en-US | en_US |
| dc.language.iso | en_US | - |
| dc.relation (關聯) | Pacific-Basin Finance Journal, 4(4), 409-419 | en_US |
| dc.subject (關鍵詞) | Margin requirements; Volatility | - |
| dc.title (題名) | Margin requirements and stock market volatility: Another look at the case of Taiwan | en_US |
| dc.type (資料類型) | article | en |
| dc.identifier.doi (DOI) | 10.1016/S0927-538X(96)00006-6 | en_US |
| dc.doi.uri (DOI) | http://dx.doi.org/10.1016/S0927-538X(96)00006-6 | en_US |
