The Impact of Foreign Institutional Trading on Stock Prices- An Empirical Study in Taiwan

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...

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Main Authors: chinchaotsai, 蔡清照
Other Authors: 簡美瑟
Format: Others
Language:zh-TW
Published: 2008
Online Access:http://ndltd.ncl.edu.tw/handle/45238301217863653938
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spelling ndltd-TW-096KUAS02130222016-05-16T04:10:17Z http://ndltd.ncl.edu.tw/handle/45238301217863653938 The Impact of Foreign Institutional Trading on Stock Prices- An Empirical Study in Taiwan 外資交易行為對台灣股市的影響-以台灣加權指數為例 chinchaotsai 蔡清照 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 results show that the threshold cointegation exists between foreign institutional trading and stock price. Furthermore, the causality between the foreign institutional trading and stock price in Taiwan will be different dependent on deviations of long-run equiilbrium. 簡美瑟 2008 學位論文 ; thesis 52 zh-TW
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language zh-TW
format Others
sources NDLTD
description 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 results show that the threshold cointegation exists between foreign institutional trading and stock price. Furthermore, the causality between the foreign institutional trading and stock price in Taiwan will be different dependent on deviations of long-run equiilbrium.
author2 簡美瑟
author_facet 簡美瑟
chinchaotsai
蔡清照
author chinchaotsai
蔡清照
spellingShingle chinchaotsai
蔡清照
The Impact of Foreign Institutional Trading on Stock Prices- An Empirical Study in Taiwan
author_sort chinchaotsai
title The Impact of Foreign Institutional Trading on Stock Prices- An Empirical Study in Taiwan
title_short The Impact of Foreign Institutional Trading on Stock Prices- An Empirical Study in Taiwan
title_full The Impact of Foreign Institutional Trading on Stock Prices- An Empirical Study in Taiwan
title_fullStr The Impact of Foreign Institutional Trading on Stock Prices- An Empirical Study in Taiwan
title_full_unstemmed The Impact of Foreign Institutional Trading on Stock Prices- An Empirical Study in Taiwan
title_sort impact of foreign institutional trading on stock prices- an empirical study in taiwan
publishDate 2008
url http://ndltd.ncl.edu.tw/handle/45238301217863653938
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AT càiqīngzhào impactofforeigninstitutionaltradingonstockpricesanempiricalstudyintaiwan
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