| Summary: | 碩士 === 中國文化大學 === 資訊管理學系 === 103 === In the stock market of Taiwan, since the three institutional investors hold huge sums of funds into the market, the trading of the three institutional investors in Taiwan’s stock market often affect the ups and downs of the market. Among the three institutional investors, the transaction amount proportion of the foreign institutional investors is the most. Also, the turnover proportion of the foreign institutional investors rises in the market year after year. Therefore, if the capital distribution of the foreign institutional investors for shares in Taiwan’s stock market can be analyzed and realized, we will be able to assist investors with their planning of investment decisions in stock investment through the analyzed information.
In this study, 39 common stock data in Taiwan 50 Index and foreign investment capital data of Taiwan Stock Index Futures were taken as the sample to conduct two experiments. The first purpose is to investigate the relation between foreign investment capital data of Taiwan Stock Index Futures and the stock price in Taiwan stock market. The second purpose is to explore the relation between foreign investment capital in the individual stock and the stock price in Taiwan stock market. Finally, through the ex-perimental results, the impact of foreign investment capital on individual stocks is ob-served.
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