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    Please use this identifier to cite or link to this item: http://tkuir.lib.tku.edu.tw:8080/dspace/handle/987654321/72559

    Title: Structural Changes in Foreign Investors' Trading Behavior and the Corresponding Impact on Taiwan's Stock Market
    Authors: Chiu, Chien-liang;Lin, Cho-min;Lee, Yen-hsien
    Contributors: 淡江大學財務金融學系
    Date: 2009-01-01
    Issue Date: 2011-10-24 10:33:31 (UTC+8)
    Abstract: This study investigates the impact of the expected and unexpected trading behavior of foreign investors on return volatilities during structural change periods. And the jump intensity model pinpoints crucial events that have influenced the stock market. The empirical results find that there has been a stabilizing effect of foreign investment on Taiwan's stock market as restrictions on foreign trading have been gradually relaxed, as opposed to there being a complete relaxation of the restrictions imposed on Qualified Foreign Institutional Investors (QFIIs).
    Relation: Research in International Business and Finance 23(1), pp.78-89
    DOI: 10.1016/j.ribaf.2008.07.003
    Appears in Collections:[Graduate Institute & Department of Banking and Finance] Journal Article

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