The Impacts of the Institutional Investors Trade Activity on volatility in Taiwan Stock and Futures Markets

碩士 === 淡江大學 === 財務金融學系碩士在職專班 === 106 === The purpose of this study is to examine the impacts of the institutional investors trade activity on volatility in taiwan stock and futures markets from the theoretical and empirical perspectives. This paper intends to analyze the volatility clustering of the...

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Bibliographic Details
Main Authors: Chin-Hsiang Liao, 廖進祥
Other Authors: Chien-Liang Chiu
Format: Others
Language:zh-TW
Published: 2018
Online Access:http://ndltd.ncl.edu.tw/handle/nme385