Herding Behavior in Taiwan Futures Market
碩士 === 國立暨南國際大學 === 國際企業學系 === 99 === This thesis aims to investigate herding behavior by type of traders in the Taiwan Futures Exchange (TAIFEX). By applying the method proposed by Lakonishok, Shleifer and Vishny (1992) (the LSV model) and Wermers (1999), we measure the degree...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2011
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| Online Access: | http://ndltd.ncl.edu.tw/handle/93519295835192571055 |