The Study of Information Efficiency and Momentum Strategies about Instituitional Investors Transaction Information in Taiwan Stock Market
碩士 === 大葉大學 === 國際企業管理學系碩士班 === 96 === This paper divides two parts. First, we use co-integration to examines weather the transaction information about institutional investors in Taiwan stock market can be used to forecast stock price. The daily data of Taiwan stocks holding by institutional inves-t...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2008
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| Online Access: | http://ndltd.ncl.edu.tw/handle/57635654691234623544 |