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最佳股市穩定機制之決定(I)A Model of Optimal Stabilizing Mechanism (I)

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表  3 – 5 Multinomial logit regression model迴歸結果  暫停
表 3-15 價格下跌、上漲時,暫停前第1、5筆(-5,0)與暫停後第1、5筆(0,5) 之報酬變動幅度絕對值t-test  價格下跌  平均數  變異數  樣本數 t  統計  (-5,0) 0.028371  0.000541 3227  (0,5) 0.029323  0.000644 3227  價格上漲  平均數  變異數  樣本數 t  統計  (-5,0) 0.028189  0.000601 2138  (0,5) 0.031941  0.001381 2138  *  *:表示在α=0.0

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