The relationship among Institutional Investors' Net buy-sell Differences, the return of market index and the effects of December and January--Example on Taiwan stock market

Autor:	Kang-lun Fan, 范綱倫
Rok vydání:	2010
Druh dokumentu:	學位論文 ; thesis
Popis:	98 In this thesis, we consider Taiwan stock market and study the relationship among the Institutional Investors'' Net buy-sell Differences, the return of market index and the effects of December and January. The data period is from June 2,1997 to July 10,2009.The methods we used are Quantile regression .The empirical results show there are different affects on the return of market index among December, January and the other months for the Foreign Investors'' Net buy-sell Differences. In December, the influences caused by the Foreign Investors'' Net buy-sell Differences on the return of market index are the smallest.
Databáze:	Networked Digital Library of Theses & Dissertations
Externí odkaz:	http://ndltd.ncl.edu.tw/handle/94112276811214568793 Zobrazit plný text záznamu