A study of stock prices relationship amongTaiwan, NASDAQ and Philadelphia Semiconductor

A study of stock prices relationship amongTaiwan, NASDAQ and Philadelphia Semiconductor

碩士 === 嶺東科技大學 === 財務金融研究所 === 99 === Using monthly return data from May, 1994 to November, 2010 for Taiwan, NASDAQ and PS Weighted index, this paper explores correlations among them. We employ Granger Causality Test and Vector Autoregressive (VAR) model. Empirical results show that NASDAQ stock m...

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Bibliographic Details
Main Authors: Shin, Pojung, 施柏榮
Other Authors: Cheng, Kuangfu
Format: Others
Language:zh-TW
Published: 2011
Online Access:http://ndltd.ncl.edu.tw/handle/p6j9s3
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spelling ndltd-TW-099LTC003040042019-05-15T20:34:02Z http://ndltd.ncl.edu.tw/handle/p6j9s3 A study of stock prices relationship amongTaiwan, NASDAQ and Philadelphia Semiconductor 台灣指數、NASDAQ指數與費半指數相互間的影響 Shin, Pojung 施柏榮 碩士 嶺東科技大學 財務金融研究所 99 Using monthly return data from May, 1994 to November, 2010 for Taiwan, NASDAQ and PS Weighted index, this paper explores correlations among them. We employ Granger Causality Test and Vector Autoregressive (VAR) model. Empirical results show that NASDAQ stock market’s influence on the Taiwan does exist. At last, Taiwans stock market is not affected by PS. Cheng, Kuangfu 鄭光甫 2011 學位論文 ; thesis 57 zh-TW
collection NDLTD
language zh-TW
format Others
sources NDLTD
description 碩士 === 嶺東科技大學 === 財務金融研究所 === 99 === Using monthly return data from May, 1994 to November, 2010 for Taiwan, NASDAQ and PS Weighted index, this paper explores correlations among them. We employ Granger Causality Test and Vector Autoregressive (VAR) model. Empirical results show that NASDAQ stock market’s influence on the Taiwan does exist. At last, Taiwans stock market is not affected by PS.
author2 Cheng, Kuangfu
author_facet Cheng, Kuangfu
Shin, Pojung
施柏榮
author Shin, Pojung
施柏榮
spellingShingle Shin, Pojung
施柏榮
A study of stock prices relationship amongTaiwan, NASDAQ and Philadelphia Semiconductor
author_sort Shin, Pojung
title A study of stock prices relationship amongTaiwan, NASDAQ and Philadelphia Semiconductor
title_short A study of stock prices relationship amongTaiwan, NASDAQ and Philadelphia Semiconductor
title_full A study of stock prices relationship amongTaiwan, NASDAQ and Philadelphia Semiconductor
title_fullStr A study of stock prices relationship amongTaiwan, NASDAQ and Philadelphia Semiconductor
title_full_unstemmed A study of stock prices relationship amongTaiwan, NASDAQ and Philadelphia Semiconductor
title_sort study of stock prices relationship amongtaiwan, nasdaq and philadelphia semiconductor
publishDate 2011
url http://ndltd.ncl.edu.tw/handle/p6j9s3
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AT shībǎiróng táiwānzhǐshùnasdaqzhǐshùyǔfèibànzhǐshùxiānghùjiāndeyǐngxiǎng
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AT shībǎiróng studyofstockpricesrelationshipamongtaiwannasdaqandphiladelphiasemiconductor
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