The multi-scale correlation between share ratio of institutional investors and stock price: Evidence from MSCI Taiwan Index

碩士 === 銘傳大學 === 財務金融學系碩士班 === 96 === The purpose of this study is to investigate the causality relationship between stock price and share ratio of three institutional investors over various time horizons. We also explore the lead-lag relationship among professional investment institutions trading be...

Full description

Bibliographic Details
Main Authors: Chien-Chia Wang, 王建嘉
Other Authors: Chung-Jen Yang
Format: Others
Language:zh-TW
Published: 2008
Online Access:http://ndltd.ncl.edu.tw/handle/p82vkp