文件名称:1-s2.0-S0264999314001746-main
-
所属分类：
- 标签属性：
- 上传时间：2015-04-14
-
文件大小：1.03mb
-
已下载：0次
-
提 供 者：
-
相关连接：无下载说明：别用迅雷下载，失败请重下，重下不扣分！
介绍说明－－下载内容来自于网络，使用问题请自行百度
论文：Relationship between the trading behavior of three institutional
investors and Taiwan Stock Index futures returns-The relations between institutional investors behavior and futures returns are examined in this study. Evidence
suggests that net trading volume by foreign investors and investment trust have forecasting power for futures
returns. In addition, the study applies a time-varying parameter vector autoregressive (TVP-VAR) approach to estimate
the relative effects of trading behavior by institutional investors on futures returns over time. The impact
of open interest by three institutional investors is decreasing over the recent years. This implies that the value for
open interest information three major institutional investors is gradually declining in Taiwan.
© 2014 Published by Elsevier B.V.
investors and Taiwan Stock Index futures returns-The relations between institutional investors behavior and futures returns are examined in this study. Evidence
suggests that net trading volume by foreign investors and investment trust have forecasting power for futures
returns. In addition, the study applies a time-varying parameter vector autoregressive (TVP-VAR) approach to estimate
the relative effects of trading behavior by institutional investors on futures returns over time. The impact
of open interest by three institutional investors is decreasing over the recent years. This implies that the value for
open interest information three major institutional investors is gradually declining in Taiwan.
© 2014 Published by Elsevier B.V.
(系统自动生成,下载前可以参看下载内容)
下载文件列表
1-s2.0-S0264999314001746-main.pdf
本网站为编程资源及源代码搜集、介绍的搜索网站，版权归原作者所有！ 粤ICP备11031372号
1999-2046 搜珍网 All Rights Reserved.