Do Foreign Trading Patterns Cause Abnormal Information from Taiwanese Stock Markets?
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
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