An Empirical Study of the Relationship between Mutual Fund Flows and Stock Market Returns in Taiwan

碩士 === 國立雲林科技大學 === 財務金融系碩士班 === 99 === This paper investigates the interrelationship between the aggregate mutual fund flows and the security market returns by utilizing Regression Analysis, Vector Autoregressive Model, Granger Causality Test and the Impulse Response Analysis, and also verifying th...

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Bibliographic Details
Main Authors: Hung-che Yen, 顏宏哲
Other Authors: none
Format: Others
Language:zh-TW
Published: 2011
Online Access:http://ndltd.ncl.edu.tw/handle/82039930771094021792