The Study on the Co-Movement of Plastic Stock Prices in Taiwan
碩士 === 大葉大學 === 管理學院碩士在職專班 === 104 === ABSTRACT This paper discussed the interactions among the stock prices of plastic companies in Taiwan. They include Formosa Plastic, Nanya Plastic, Formosa Chemicals & Fibre, and Formosa Taffeta. This study employed the Vector Autoregression Model to analyz...
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2016
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| Online Access: | http://ndltd.ncl.edu.tw/handle/94859630185878137094 |
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ndltd-TW-104DYU011210712016-12-08T04:29:43Z http://ndltd.ncl.edu.tw/handle/94859630185878137094 The Study on the Co-Movement of Plastic Stock Prices in Taiwan 台灣塑膠業公司股價之連動性研究 HSIEH,WEN-MING 謝文銘 碩士 大葉大學 管理學院碩士在職專班 104 ABSTRACT This paper discussed the interactions among the stock prices of plastic companies in Taiwan. They include Formosa Plastic, Nanya Plastic, Formosa Chemicals & Fibre, and Formosa Taffeta. This study employed the Vector Autoregression Model to analyze daily data from June 20, 2014 to January 30, 2016. The results showed that Nanya Plastic’s stock price positively led the stock prices of Formosa Plastic, Formosa Chemicals & Fibre, and Formosa Taffeta. Formosa Chemicals & Fibre positively led Formosa Plastic. Formosa Plastic positively led Formosa Taffeta. Finally, it was the most impossible for Formosa Taffeta to play the indicator of stock prices. Key Words: Plastics, Stock Prices, VAR Model LIU,WEN-CHI WANG,YU-SHAN 劉文祺 王友珊 2016 學位論文 ; thesis 55 zh-TW |
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NDLTD |
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zh-TW |
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碩士 === 大葉大學 === 管理學院碩士在職專班 === 104 === ABSTRACT
This paper discussed the interactions among the stock prices of plastic companies in Taiwan. They include Formosa Plastic, Nanya Plastic, Formosa Chemicals & Fibre, and Formosa Taffeta. This study employed the Vector Autoregression Model to analyze daily data from June 20, 2014 to January 30, 2016. The results showed that Nanya Plastic’s stock price positively led the stock prices of Formosa Plastic, Formosa Chemicals & Fibre, and Formosa Taffeta. Formosa Chemicals & Fibre positively led Formosa Plastic. Formosa Plastic positively led Formosa Taffeta. Finally, it was the most impossible for Formosa Taffeta to play the indicator of stock prices.
Key Words: Plastics, Stock Prices, VAR Model
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| author2 |
LIU,WEN-CHI |
| author_facet |
LIU,WEN-CHI HSIEH,WEN-MING 謝文銘 |
| author |
HSIEH,WEN-MING 謝文銘 |
| spellingShingle |
HSIEH,WEN-MING 謝文銘 The Study on the Co-Movement of Plastic Stock Prices in Taiwan |
| author_sort |
HSIEH,WEN-MING |
| title |
The Study on the Co-Movement of Plastic Stock Prices in Taiwan |
| title_short |
The Study on the Co-Movement of Plastic Stock Prices in Taiwan |
| title_full |
The Study on the Co-Movement of Plastic Stock Prices in Taiwan |
| title_fullStr |
The Study on the Co-Movement of Plastic Stock Prices in Taiwan |
| title_full_unstemmed |
The Study on the Co-Movement of Plastic Stock Prices in Taiwan |
| title_sort |
study on the co-movement of plastic stock prices in taiwan |
| publishDate |
2016 |
| url |
http://ndltd.ncl.edu.tw/handle/94859630185878137094 |
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