The Feedback Trading Behavior for Stock Market Investors under Different Market Structures
碩士 === 東海大學 === 財務金融學系 === 97 === This paper uses GJR-GARCH model to develop the investment behavior structure of stock markets investors. Specifically, we hope to test whether investors tend to have positive feedback trading behavior in stock markets with different structures. Empirical results sho...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2009
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| Online Access: | http://ndltd.ncl.edu.tw/handle/89492138462141593041 |