The Impact of Macroeconomic News Releases and Abnormal Turnover Shock upon Taiwan Stock Return Volatilities
碩士 === 朝陽科技大學 === 財務金融系碩士班 === 94 === Based on the daily data files of the Taiwan Stock Weighted Index (TSWI), the Electronic Category Weighted Index (ECWI) and the Finance Category Weighted Index (FCWI) from January 1 1997 to November 30 2005, This thesis investigated the impacts of macroeconomic n...
Main Authors: | , |
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Other Authors: | |
Format: | Others |
Language: | zh-TW |
Published: |
2006
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Online Access: | http://ndltd.ncl.edu.tw/handle/79015349317040842760 |