The relation between Business Cycle and Security Market Liquidity - Evidence from Taiwan Market
碩士 === 國立高雄第一科技大學 === 財務管理研究所 === 101 === Using a sample of Taiwan Stock Exchange (TSE), this paper studies the relationship between stock market liquidity and business cycle. Sample period runs from 1982Q1 to 2012Q2. The Granger causality test shows that the TSE market liquidity appears to predict...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2013
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| Online Access: | http://ndltd.ncl.edu.tw/handle/ryby6e |