How SVI predict stock return in Taiwan
碩士 === 國立雲林科技大學 === 財務金融系 === 105 === Google Trends provides the information of user behavior in internet. This study examine predictability of searching volume index to stock market in Taiwan by Vector Autoregression model(VAR). The research period starts at January 2011 to December 2015 in a weekl...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2017
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| Online Access: | http://ndltd.ncl.edu.tw/handle/r2nj7a |