Effects of U.S. Macroeconomic News Announcements in Taiwan Stock Market
碩士 === 國立雲林科技大學 === 財務金融系 === 103 === Using ultra-high frequency 5-minute stock returns. To examined the impact of macroeconomic announcements on the Taiwan individual stock returns and volatility. The estimation procedures are conditional returns and conditional volatility. We find the U.S. macroec...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2015
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| Online Access: | http://ndltd.ncl.edu.tw/handle/69369652854977564294 |