期刊論文
| 學年 | 96 |
|---|---|
| 學期 | 1 |
| 出版（發表）日期 | 2008-01-01 |
| 作品名稱 | Do Foreign Trading Patterns Cause Abnormal Information from Taiwanese Stock Markets? |
| 作品名稱（其他語言） | |
| 著者 | 李命志; Lee, Ming-chih; Lee, Yen-Hsien |
| 單位 | 淡江大學財務金融學系 |
| 出版者 | Oxon: Routledge |
| 著錄名稱、卷期、頁數 | Applied Economics Letters 15(15), pp.1219-1224 |
| 摘要 | This 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. |
| 關鍵字 | |
| 語言 | en |
| ISSN | 1350-4851 |
| 期刊性質 | |
| 收錄於 | SSCI |
| 產學合作 | |
| 通訊作者 | |
| 審稿制度 | |
| 國別 | GBR |
| 公開徵稿 | |
| 出版型式 | |
| 相關連結 |
機構典藏連結 ( http://tkuir.lib.tku.edu.tw:8080/dspace/handle/987654321/50322 ) |