Investors’ Fear and Stock Synchronicity: Evidence from Taiwan
碩士 === 國立臺北大學 === 金融與合作經營學系 === 105 === This paper examines the effect of information channel to synchronicity under investors’ fear, which usually measured by VIX. We use the sample data of Taiwan listing companies from 2008 to 2015. The major findings show that investors’ fear is an important fact...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2017
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| Online Access: | http://ndltd.ncl.edu.tw/handle/932947 |