A Study of Non-linear Co-relation between Foreign Investors'' Holding Rate and Stock Price
碩士 === 淡江大學 === 財務金融學系碩士班 === 96 === This paper examines the non-linear relationship between the foreign investors’ holdings and the sector index in Taiwan Stock Exchange. Applying the panel smooth transition regression model (PSTR) for the data available period (Jan 2, 2001 to Mar. 28, 2008), the f...
| 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/77132190113879364581 |