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    Please use this identifier to cite or link to this item: http://ir.lib.ncu.edu.tw/handle/987654321/67548


    Title: 現股當沖對成交量與資券互抵當沖量之影響分析
    Authors: 潘瑤華;Pan,Yao-Hua
    Contributors: 財務金融學系在職專班
    Keywords: 現股當沖;信用資券互抵;成交量;Naked day trade;Margin day trade;Volume
    Date: 2015-06-29
    Issue Date: 2015-07-30 21:29:37 (UTC+8)
    Publisher: 國立中央大學
    Abstract: 本研究探討主管機關(金管會)開放現股當沖之政策對台灣證券市場成交量與信用交易資券互抵當沖量之影響,樣本的取樣時間為2013年1月2日至2014年12月31日。
    實證結果發現,實施現股當沖制度後,成交量並未顯著增加;此外,信用交易之資券互抵當沖量顯著降低,顯示市場投資人的確由原先使用信用交易資券互抵方式進行當沖交易,轉而使用現股當沖方式來進行當沖交易,其中交易成本是關鍵因子。
    ;This study explores the effect of naked day trade on the volume and margin day trade. On January 2014, the competent authority allows investors to conduct naked day trade, which can buy and sell shares that did not own the same day. The sample period is from January 2013 to December 2014. The empirical results show that the total trading volume does not increase significantly in the post period. Meanwhile, the volume of margin day trade significantly decreases after the introduction of the naked day trade, suggesting that the naked day trade is a substitute for margin day trade. Individual investors who used the margin day trade before has turned to employ the naked day trades. Transaction cost is an important determinant.
    Appears in Collections:[財務金融學系碩士在職專班] 博碩士論文

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