Institutional Investors Trading Strategies and Stock Returns in Taiwan Stock Market

碩士 === 國立東華大學 === 會計與財務金融碩士學位學程 === 98 === Applying daily volume of executed orders in the Taiwan Stock Exchange, this paper assesses the relation between institutional trading strategies and stock returns. To distinguish the institutional behaviors, we decompose the buy-sell imbalance (BSI) into th...

Full description

Bibliographic Details
Main Authors: Jia-Hua Li, 李家華
Other Authors: Chao-Shin Chiao
Format: Others
Language:zh-TW
Published: 2010
Online Access:http://ndltd.ncl.edu.tw/handle/91307379899329765430