Relations Between Institutional Investors and Stock Market Returns in Taiwan

碩士 === 國立中正大學 === 財務金融所 === 98 === This paper analyses relations between the investment flows of Institutional Investors and the stock market returns in Taiwan. Granger causality tests suggest that not only flows drive returns but also returns drive flows. A negative relationship exists between the...

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Bibliographic Details
Main Authors: Tzu-yi Lu, 呂子毅
Other Authors: Pei-Jung Tsai
Format: Others
Language:zh-TW
Published: 2010
Online Access:http://ndltd.ncl.edu.tw/handle/44044076290784047734