A study on the asymmetry of the news aspect of the stock market: Evidence from three institutional investors in the Taiwan stock market
This paper uses daily data to investigate the behavior of institutional investors in Taiwan’s stock market. We adopted TGARCH and EGARCH models to test various news. We found that, for the entire sample, a significant clustering phenomenon exists in the investment behavior of three insti...
Kaydedildi:
| Asıl Yazarlar: | , |
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| Materyal Türü: | Artigo |
| Dil: | Inglês |
| Baskı/Yayın Bilgisi: |
Economists' Association of Vojvodina
2015-01-01
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| Seri Bilgileri: | Panoeconomicus |
| Konular: | |
| Online Erişim: | http://www.doiserbia.nb.rs/img/doi/1452-595X/2015/1452-595X1503361Y.pdf |
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