The nonlinear study of the effect of the net buy/sell position of three institutional investors on the Stock returns

碩士 === 淡江大學 === 財務金融學系碩士在職專班 === 97 === By analyzing the daily open interest from major institutional investors(including FINI, Investment Trust Companies and Futures Proprietary Merchants and Securities Dealers) and the corresponding closing price of TAIEX(Taiwan Stock Exchange Capitalization Weigh...

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Bibliographic Details
Main Authors: Jen-Chun Lee, 李仁君
Other Authors: Chieh-Chung Nieh
Format: Others
Language:zh-TW
Published: 2009
Online Access:http://ndltd.ncl.edu.tw/handle/17906731425699363154