The Relationship between Foreign Investor Sentiment and Return of TAIEX
碩士 === 國立成功大學 === 財務金融研究所碩士在職專班 === 104 === This paper studies how variables of foreign investors’ sentiments affect the TAIEX returns (Rtn) and TAIEX futures returns (FRtn). This paper uses SGX MSCI Taiwan Index Futures open interest change、Foreign investors TAIEX daily net trading value (FV)、Forei...
Main Authors: | Ying-PingLee, 李盈屏 |
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Other Authors: | Alan T. Wang |
Format: | Others |
Language: | zh-TW |
Published: |
2016
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Online Access: | http://ndltd.ncl.edu.tw/handle/90181868109825366780 |
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