Analyzing the effects amid herding index and recommendation of security firms in Taiwan’s stock market

碩士 === 國立雲林科技大學 === 財務金融系碩士班 === 99 === This study aims to do the following:First, using the daily-data analyzes the returns of under day-recommendations for individual stock. Second, employing the GARCH( 1,1) to analyze the volatility of individual stock whether could be an index of holding lengt...

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Bibliographic Details
Main Authors: Jiun-yan Lin, 林俊彥
Other Authors: Ai-chi Hsu
Format: Others
Language:zh-TW
Published: 2011
Online Access:http://ndltd.ncl.edu.tw/handle/47958866752792044714