Interactions between institutional investor behavior and market returns in the Taiwan Stock and futures markets
碩士 === 淡江大學 === 管理科學研究所碩士班 === 98 === This paper is to investigate the behavioral relationships and cross-market interactons of institutional investors in Taiwan stock and futures markets based on vector autoregressive model (VAR) and generalized impulse response function. The data consist of the Ta...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2010
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| Online Access: | http://ndltd.ncl.edu.tw/handle/82302851245866520894 |