Autor:	Hsin-chung Liang, 梁信忠
Rok vydání:	2009
Druh dokumentu:	學位論文 ; thesis
Popis:	97 In this thesis, we study the relationships between the returns of Taiwan Weighted Stock Index and the behavior of different-typed traders. We proxy the recessive large traders by analyzing the difference between the amount of the buying order and the amount of the selling order. The data period is from October 2001 to February 2008. The methods we used are Granger causality and Vector Autoregressive Model. The empirical results show that the trading volume is a key factor and the influences on the return of stock index and the trading volume caused by other variables have longer effects than other variables.
Databáze:	Networked Digital Library of Theses & Dissertations
Externí odkaz:	http://ndltd.ncl.edu.tw/handle/79151642763221949729 Zobrazit plný text záznamu