關鍵字查詢 | 類別:期刊論文 | | 關鍵字:Do Foreign Trading Patterns Cause Abnormal Information from Taiwanese Stock Markets?

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1 96/1 財金系 李命志 教授 期刊論文 發佈 Do Foreign Trading Patterns Cause Abnormal Information from Taiwanese Stock Markets? , [96-1] :Do Foreign Trading Patterns Cause Abnormal Information from Taiwanese Stock Markets?期刊論文Do Foreign Trading Patterns Cause Abnormal Information from Taiwanese Stock Markets?李命志; Lee, Ming-chih; Lee, Yen-Hsien淡江大學財務金融學系Oxon: RoutledgeApplied Economics Letters 15(15), pp.1219-1224This study investigates whether foreign investors cause abnormal information by jump process in the Taiwanese stock market during before and after relaxation of the restrictions on QFII investors on 2 October 2003 (pre- and post-QFII). By conducting further analysis, this study conducts detailed analysis and explores how abnormal information and QFII behaviour are related by performing correlation and Granger causality analyses. This study concludes that the release of restrictions on QFII has been extremely helpful in improving the domestic investment environment and stabilizing the Taiwanese stock market.tku_id: 000076071;Made available in DSpace on 2010-08-09T07:33:52Z (GMT). No. of bitstreams: 1 1350-4
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