The Effect of Macroeconomic Variables on Stock Prices, Trading Volume and Their Volatility-A Case of Taiwan

碩士 === 逢甲大學 === 財務金融學所 === 94 === Determinants of stock market volatility have been well documented in the literature. This study is to analyze the effect of macroeconomic variables on stock prices, trading volume, and their volatility for the Taiwan Stock Exchange Market. We employ the Granger caus...

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Bibliographic Details
Main Authors: Chiung-ju Chan, 詹瓊如
Other Authors: Yung-chang Wang
Format: Others
Language:zh-TW
Published: 2006
Online Access:http://ndltd.ncl.edu.tw/handle/19327626897213981451