THE EFFECT OF NASDAQ STOCK INDEX ON THE RETURN AND VOLATILITY OF TAIWAN STOCK INDEX

碩士 === 國立交通大學 === 經營管理研究所 === 88 === This paper used daily stock return data form Aug.10 1996 to Mar.31 2000‧We hope to investigate the effect of nasdaq stock return on the Taiwan stock return and volatility of stock return ‧ In the study,Nasdaq stock index include nasdaq composite index、nasdaq com...

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Bibliographic Details
Main Authors: Min-Sheng Li, 李敏生
Other Authors: Yung-Shan Wu
Format: Others
Language:zh-TW
Published: 2000
Online Access:http://ndltd.ncl.edu.tw/handle/14483710217455287315