The Impacts of Institutional Future and Option Trading Volume on Stock and Future Rerurns

碩士 === 國立中央大學 === 財務金融研究所 === 97 === Previous studies indicate that institutional investors perform better than individual investors. This study uses the VAR model to investigate the relationship between institutional investors'' trading volume and market returns of Taiwanese markets durin...

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Bibliographic Details
Main Authors: Yu-Sheng Lin, 林育昇
Other Authors: Hung-Neng Lai
Format: Others
Language:en_US
Published: 2009
Online Access:http://ndltd.ncl.edu.tw/handle/12987976457242230984