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...
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/p82vkp |