The Impact of Foreign Institutional Trading on Stock Prices- An Empirical Study in Taiwan
碩士 === 國立高雄應用科技大學 === 金融資訊研究所 === 96 === This paper investigates the asymmetric relationships between foreign institutional trading and stock price. I adopt the test of threshold cointegration developed by Hansen and Seo (2002) to discuss the threshold effects of the relationships. An empirical re...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2008
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| Online Access: | http://ndltd.ncl.edu.tw/handle/45238301217863653938 |