Cheng, Min-Tsung; Goo, Yeong-Jia - In: Applied Financial Economics Letters 2 (2006) 1, pp. 31-36
This research examines the effects of changes in daily price limit policy on the Taiwan stock market. It is based on the daily trading record from the period 1 January 1999 to 31 December 2001, a total of 781 daily record data sets. By applying the intervention model (IVM) of event study and...