The Relationship Among Foreign Investment, Herding and Stock Index

碩士 === 國立雲林科技大學 === 財務金融系碩士班 === 101 === This paper investigates the relationship among foreign overbought/oversold, herding, and stock price. Stationarity of variables is confirmed by unit root tests and then conducting Granger causality test, constructing vector autoregressive model , impulse re...

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Bibliographic Details
Main Authors: Mei-Hsiu Lin, 林美秀
Other Authors: none
Format: Others
Language:zh-TW
Published: 2013
Online Access:http://ndltd.ncl.edu.tw/handle/06454695027243755029