The impact of speculative trading on stock return volatility: the evidence from Taiwan

In this article we take advantage of the market characteristics of Taiwan to examine the empirical evidence on the impact of speculative trading on return volatilities, in regard to the existing contrasting theories and limited empirical studies. Our results suggest that characterizations of specula...

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Veröffentlicht in:	Global finance journal 2003-12, Vol.14 (3), p.243-270
Hauptverfasser:	Hsin, Chin-Wen, Guo, Wen-Chung, Tseng, Seng-Su, Luo, Wen-Chih
Format:	Artikel
Sprache:	eng
Schlagworte:	Economic crisis Economic theory Hypotheses Margin trade Return volatility Speculation Stock exchanges Studies Volatility
Online-Zugang:	Volltext
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