政大機構典藏-National Chengchi University Institutional Repository(NCCUR):Item 140.119/69795
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    Please use this identifier to cite or link to this item: http://nccur.lib.nccu.edu.tw/handle/140.119/69795


    Title: 台灣股票市場融資融券交易資訊與股價互動之研究
    Other Titles: The Comouements of Margin Transactions and Taiwan Stock Price
    Authors: 吳啟銘
    Contributors: 財務管理學系
    Keywords: 信用交易;向量自我迴歸模型;市場效率性;股價波動性;超額報酬;股市;台灣
    Margin trading;VAR;Market efficiency;Stock volatility;Excess return;Stockmarket;Taiwan
    Date: 1996
    Issue Date: 2014-09-11 17:40:52 (UTC+8)
    Relation: 行政院國家科學委員會
    計畫編號NSC85-2416-H004-004
    Data Type: report
    Appears in Collections:[Department of Finance ] NSC Projects

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