expected return

In Taiwan, there are two kinds of short selling ways, which are “Margin Short Sale” and “SBL Short Sale”. This article will show your the correlation between the expected return and short selling ways.

In recent years, the efficiency of the Taiwan stock market has been substantially improved due to regulations of information disclosure and the gradual relaxation of daily price limits. Therefore, the relationship between the price momentum of the Taiwan stock market and the expected return is worthy of further exploration. There are some past research on […]