English  |  正體中文  |  简体中文  |  Items with full text/Total items : 51771/86989 (60%)
Visitors : 8368121      Online Users : 66
RC Version 7.0 © Powered By DSPACE, MIT. Enhanced by NTU Library & TKU Library IR team.
Scope Tips:
  • please add "double quotation mark" for query phrases to get precise results
  • please goto advance search for comprehansive author search
  • Adv. Search
    HomeLoginUploadHelpAboutAdminister Goto mobile version
    Please use this identifier to cite or link to this item: http://tkuir.lib.tku.edu.tw:8080/dspace/handle/987654321/30240

    Title: 台灣加權股價指數、台灣中國概念股股價指數與香港國企股股價指數關聯性之研究
    Other Titles: 臺灣加權股價指數、臺灣中國概念股股價指數與香港國企股股價指數關聯性之研究
    The analysis of Taiwan stock index, Hang Seng China stock index and China-concept stock index
    Authors: 蔡博任;Tsai, Po-jen
    Contributors: 淡江大學中國大陸研究所碩士班
    李志強;Li, Chi-keung
    Keywords: 中國概念股;單根檢定;共整合檢定;China-concept stock index;unit root test;cointegration test
    Date: 2005
    Issue Date: 2010-01-10 23:29:10 (UTC+8)
    Abstract: 中國概念股是目前股票市場上最為熱門話題,本研究將以此為研究的重心進行以下之研究,探討中國概念股、台灣加權股價指數與香港國企股價指數間之互動關係,主要探討各股價指數是否具有領先落後關係,及其市場效率性。實證期間為2002年1 月1 日起至2004 年12 月31 日止,共計725筆股價日資料。
    The China Concept Stock is the popular issue in the stock market. The purpose of this study was to explore (1) the relationship between Taiwan Chinese stock index (TW) ﹑Hang Seng China stock index (HK)and China-concept stock index. To find the lead-lag relation and the efficiency of the market. The research period is from 2002/1/1 to 2004/12/31,725 daily data was calculated.
    Empirical results are summarized ac follows:
    1.The finding form unit root test and cointegration test is the three index is no long-run relationships.
    2.In addition , Granger''s Casuality test suggests that the Taiwan stock index is the dominant role in the three collected index.
    3.The result of Impulse Response Analysis finds the relations of the Taiwan stock index is stonger than Hang Seng China index and Taiwan China-concept index.
    Appears in Collections:[中國大陸研究所] 學位論文

    Files in This Item:

    File SizeFormat

    All items in 機構典藏 are protected by copyright, with all rights reserved.

    DSpace Software Copyright © 2002-2004  MIT &  Hewlett-Packard  /   Enhanced by   NTU Library & TKU Library IR teams. Copyright ©   - Feedback