| dc.contributor | 金融系 | |
| dc.creator (作者) | Shen, Chung-Hua;Chou, Pin-Huang | |
| dc.creator (作者) | 沈中華 | zh_TW |
| dc.date (日期) | 1997-03 | |
| dc.date.accessioned | 19-Oct-2015 11:52:45 (UTC+8) | - |
| dc.date.available | 19-Oct-2015 11:52:45 (UTC+8) | - |
| dc.date.issued (上傳時間) | 19-Oct-2015 11:52:45 (UTC+8) | - |
| dc.identifier.uri (URI) | http://nccur.lib.nccu.edu.tw/handle/140.119/78988 | - |
| dc.description.abstract (摘要) | We reexamine the weekday effect by taking into account the potential impacts of price limits. The imposition of price limits causes the observed stock returns to be truncated, thereby the traditional estimation methods based on the distorted observed returns are biased. We adopt a Gibbs Sampler approach proposed by Chou (1997). The empirical results show that there are no significant weekday effects, though the returns on Tuesday, Wednesday and Thursday are lower. | |
| dc.format.extent | 159 bytes | - |
| dc.format.mimetype | text/html | - |
| dc.relation (關聯) | Academia Economic Papers, 25(1), 21-44 | |
| dc.subject (關鍵詞) | Stock Market; Stock Returns; Stocks | |
| dc.title (題名) | Weekday Effect, Autocorrelation and Price Limit in the Taiwan Stock Market--The Application of Gibbs Sampler Method | |
| dc.type (資料類型) | article | en |
