Information Content of The Three Major Institutional Investors Trade Behavior-Evidence from Taiwan Equity and Future's Market
碩士 === 國立臺北商業技術學院 === 財務金融研究所 === 99 === This article used time series methods such as Vector Autoregression Model(VAR), discusses information content of the three major institutional investors trade behavior -evidence from Taiwan equity and future’s market. Research used the three major institu...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2011
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| Online Access: | http://ndltd.ncl.edu.tw/handle/57933400963847976927 |