The Relationship Among Foreign Investment, Herding and Stock Index
碩士 === 國立雲林科技大學 === 財務金融系碩士班 === 101 === This paper investigates the relationship among foreign overbought/oversold, herding, and stock price. Stationarity of variables is confirmed by unit root tests and then conducting Granger causality test, constructing vector autoregressive model , impulse re...
Main Authors: | , |
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Other Authors: | |
Format: | Others |
Language: | zh-TW |
Published: |
2013
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Online Access: | http://ndltd.ncl.edu.tw/handle/06454695027243755029 |