THE INTERACTIVE RELATIONSHIP BETWEEN A STOCK HOLDER CHANGE AND TAIWAN WEIGHTED STOCK INDEX

碩士 === 南華大學 === 財務金融學系財務管理碩士班 === 97 === 　　In this thesis, we study the relationships between the returns of Taiwan Weighted Stock Index and the behavior of different-typed traders. We proxy the recessive large traders by analyzing the difference between the amount of the buying order and the amount...

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Main Authors:	Hsin-chung Liang, 梁信忠
Other Authors:	Tzung-min Pai
Format:	Others
Language:	zh-TW
Published:	2009
Online Access:	http://ndltd.ncl.edu.tw/handle/79151642763221949729

id	ndltd-TW-097NHU05304003
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spelling	ndltd-TW-097NHU053040032016-05-09T04:13:52Z http://ndltd.ncl.edu.tw/handle/79151642763221949729 THE INTERACTIVE RELATIONSHIP BETWEEN A STOCK HOLDER CHANGE AND TAIWAN WEIGHTED STOCK INDEX 籌碼變動與臺灣加權股價指數的互動關係 Hsin-chung Liang 梁信忠碩士南華大學財務金融學系財務管理碩士班 97 　　In this thesis, we study the relationships between the returns of Taiwan Weighted Stock Index and the behavior of different-typed traders. We proxy the recessive large traders by analyzing the difference between the amount of the buying order and the amount of the selling order. The data period is from October 2001 to February 2008 . The methods we used are Granger causality and Vector Autoregressive Model. The empirical results show that the trading volume is a key factor and the influences on the return of stock index and the trading volume caused by other variables have longer effects than other variables. Tzung-min Pai 白宗民 2009 學位論文 ; thesis 60 zh-TW
collection	NDLTD
language	zh-TW
format	Others
sources	NDLTD
description	碩士 === 南華大學 === 財務金融學系財務管理碩士班 === 97 === 　　In this thesis, we study the relationships between the returns of Taiwan Weighted Stock Index and the behavior of different-typed traders. We proxy the recessive large traders by analyzing the difference between the amount of the buying order and the amount of the selling order. The data period is from October 2001 to February 2008 . The methods we used are Granger causality and Vector Autoregressive Model. The empirical results show that the trading volume is a key factor and the influences on the return of stock index and the trading volume caused by other variables have longer effects than other variables.
author2	Tzung-min Pai
author_facet	Tzung-min Pai Hsin-chung Liang 梁信忠
author	Hsin-chung Liang 梁信忠
spellingShingle	Hsin-chung Liang 梁信忠 THE INTERACTIVE RELATIONSHIP BETWEEN A STOCK HOLDER CHANGE AND TAIWAN WEIGHTED STOCK INDEX
author_sort	Hsin-chung Liang
title	THE INTERACTIVE RELATIONSHIP BETWEEN A STOCK HOLDER CHANGE AND TAIWAN WEIGHTED STOCK INDEX
title_short	THE INTERACTIVE RELATIONSHIP BETWEEN A STOCK HOLDER CHANGE AND TAIWAN WEIGHTED STOCK INDEX
title_full	THE INTERACTIVE RELATIONSHIP BETWEEN A STOCK HOLDER CHANGE AND TAIWAN WEIGHTED STOCK INDEX
title_fullStr	THE INTERACTIVE RELATIONSHIP BETWEEN A STOCK HOLDER CHANGE AND TAIWAN WEIGHTED STOCK INDEX
title_full_unstemmed	THE INTERACTIVE RELATIONSHIP BETWEEN A STOCK HOLDER CHANGE AND TAIWAN WEIGHTED STOCK INDEX
title_sort	interactive relationship between a stock holder change and taiwan weighted stock index
publishDate	2009
url	http://ndltd.ncl.edu.tw/handle/79151642763221949729
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THE INTERACTIVE RELATIONSHIP BETWEEN A STOCK HOLDER CHANGE AND TAIWAN WEIGHTED STOCK INDEX

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