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...

Full description

Bibliographic Details
Main Authors: Sheng-Feng Pan, 潘聖峰
Other Authors: Tie-In Jin
Format: Others
Language:zh-TW
Published: 2006
Online Access:http://ndltd.ncl.edu.tw/handle/79015349317040842760