Structural changes in foreign investors’ trading behavior and the corresponding impact on Taiwan's stock market

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...

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Detalles Bibliográficos
Autores principales: Lin, Cho-Min, Lee, Yen-Hsien, Chiu, Chien-Liang
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Elsevier B.V. 2009
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7148904/
https://www.ncbi.nlm.nih.gov/pubmed/33456101
http://dx.doi.org/10.1016/j.ribaf.2008.07.003

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7148904/
https://www.ncbi.nlm.nih.gov/pubmed/33456101
http://dx.doi.org/10.1016/j.ribaf.2008.07.003

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