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Volatility–volume relation 1 foreign investors 1 investment limitation 1 type of trader 1
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Hoe, Si-Ying 1 Huang, Ching-Mann 1 Lin, Tsai-Yin 1 Yu, Chih-Hsien 1
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Review of Pacific Basin Financial Markets and Policies (RPBFMP) 1
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Volatility–Volume Relationships Among Types of Traders Considering the Investment Limitation to Foreign Investors
Huang, Ching-Mann; Lin, Tsai-Yin; Yu, Chih-Hsien; Hoe, … - In: Review of Pacific Basin Financial Markets and Policies … 09 (2006) 04, pp. 575-596
This paper examines the volatility–volume relationship in Taiwan stock market, using volume data categorized by type of … trader. We consider before and after our event period of lifting the investment restrictions for foreign investors. We …
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