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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...
| Autores principales: | , , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Elsevier B.V.
2009
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| Materias: | |
| 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 |