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    Please use this identifier to cite or link to this item: http://tkuir.lib.tku.edu.tw:8080/dspace/handle/987654321/50322


    Title: Do Foreign Trading Patterns Cause Abnormal Information from Taiwanese Stock Markets?
    Authors: 李命志;Lee, Ming-chih;Lee, Yen-Hsien
    Contributors: 淡江大學財務金融學系
    Date: 2008
    Issue Date: 2010-08-09 15:33:52 (UTC+8)
    Publisher: Oxon: Routledge
    Abstract: This study investigates whether foreign investors cause abnormal information by jump process in the Taiwanese stock market during before and after relaxation of the restrictions on QFII investors on 2 October 2003 (pre- and post-QFII). By conducting further analysis, this study conducts detailed analysis and explores how abnormal information and QFII behaviour are related by performing correlation and Granger causality analyses. This study concludes that the release of restrictions on QFII has been extremely helpful in improving the domestic investment environment and stabilizing the Taiwanese stock market.
    Relation: Applied Economics Letters 15(15), pp.1219-1224
    DOI: 10.1080/13504850601018056
    Appears in Collections:[財務金融學系暨研究所] 期刊論文

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