• 文献检索
  • 文档翻译
  • 深度研究
  • 学术资讯
  • Suppr Zotero 插件Zotero 插件
  • 邀请有礼
  • 套餐&价格
  • 历史记录
应用&插件
Suppr Zotero 插件Zotero 插件浏览器插件Mac 客户端Windows 客户端微信小程序
定价
高级版会员购买积分包购买API积分包
服务
文献检索文档翻译深度研究API 文档MCP 服务
关于我们
关于 Suppr公司介绍联系我们用户协议隐私条款
关注我们

Suppr 超能文献

核心技术专利：CN118964589B侵权必究
粤ICP备2023148730 号-1Suppr @ 2026

文献检索

告别复杂PubMed语法，用中文像聊天一样搜索，搜遍4000万医学文献。AI智能推荐，让科研检索更轻松。

立即免费搜索

文件翻译

保留排版，准确专业，支持PDF/Word/PPT等文件格式，支持 12+语言互译。

免费翻译文档

深度研究

AI帮你快速写综述，25分钟生成高质量综述，智能提取关键信息，辅助科研写作。

立即免费体验

外国投资者交易行为的结构变化及其对台湾股票市场的相应影响。

Structural changes in foreign investors' trading behavior and the corresponding impact on Taiwan's stock market.

作者信息

Lin Cho-Min, Lee Yen-Hsien, Chiu Chien-Liang

机构信息

Department of Accounting, Providence University, 200 Chungchi Road, Shalu, Taichung Hsien 433, Taiwan, ROC.

Department of Finance, Chung Yuan Christian University, 200 Chung Pei Road, Chung-Li, Tao-Yuan 32023, Taiwan, ROC.

出版信息

Res Int Bus Finance. 2009 Jan;23(1):78-89. doi: 10.1016/j.ribaf.2008.07.003. Epub 2008 Jul 31.

DOI:10.1016/j.ribaf.2008.07.003
PMID:33456101
原文链接:https://pmc.ncbi.nlm.nih.gov/articles/PMC7148904/
Abstract

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 a stabilizing effect of foreign investment on Taiwan's stock market as restrictions on foreign trading have been gradually relaxed, as opposed to there being a complete relaxation of the restrictions imposed on Qualified Foreign Institutional Investors (QFIIs).

摘要

本研究探讨了在结构变化时期，外国投资者预期和意外交易行为对回报波动率的影响。跳跃强度模型确定了影响股票市场的关键事件。实证结果发现，随着对外国交易限制的逐步放宽，外国投资对台湾股票市场产生了稳定作用，这与对合格境外机构投资者（QFII）限制的完全放宽情况相反。

https://cdn.ncbi.nlm.nih.gov/pmc/blobs/7739/7148904/6deac9897bf4/gr6.jpg
https://cdn.ncbi.nlm.nih.gov/pmc/blobs/7739/7148904/a60787468de9/gr1.jpg
https://cdn.ncbi.nlm.nih.gov/pmc/blobs/7739/7148904/5f8d03c19e69/gr2.jpg
https://cdn.ncbi.nlm.nih.gov/pmc/blobs/7739/7148904/e3ac744d3c5b/gr3.jpg
https://cdn.ncbi.nlm.nih.gov/pmc/blobs/7739/7148904/f133e666bfff/gr4.jpg
https://cdn.ncbi.nlm.nih.gov/pmc/blobs/7739/7148904/6f98cef0d77d/gr5.jpg
https://cdn.ncbi.nlm.nih.gov/pmc/blobs/7739/7148904/6deac9897bf4/gr6.jpg
https://cdn.ncbi.nlm.nih.gov/pmc/blobs/7739/7148904/a60787468de9/gr1.jpg
https://cdn.ncbi.nlm.nih.gov/pmc/blobs/7739/7148904/5f8d03c19e69/gr2.jpg
https://cdn.ncbi.nlm.nih.gov/pmc/blobs/7739/7148904/e3ac744d3c5b/gr3.jpg
https://cdn.ncbi.nlm.nih.gov/pmc/blobs/7739/7148904/f133e666bfff/gr4.jpg
https://cdn.ncbi.nlm.nih.gov/pmc/blobs/7739/7148904/6f98cef0d77d/gr5.jpg
https://cdn.ncbi.nlm.nih.gov/pmc/blobs/7739/7148904/6deac9897bf4/gr6.jpg

相似文献

1
Structural changes in foreign investors' trading behavior and the corresponding impact on Taiwan's stock market.外国投资者交易行为的结构变化及其对台湾股票市场的相应影响。
Res Int Bus Finance. 2009 Jan;23(1):78-89. doi: 10.1016/j.ribaf.2008.07.003. Epub 2008 Jul 31.
2
COVID-19 pandemic effect on trading and returns: Evidence from the Chinese stock market.新冠疫情对交易和回报的影响：来自中国股票市场的证据。
Econ Anal Policy. 2021 Sep;71:384-396. doi: 10.1016/j.eap.2021.05.012. Epub 2021 Jun 1.
3
The stock market as a casino: Associations between stock market trading frequency and problem gambling.股市如赌场：股票交易频率与赌博问题之间的关联。
J Behav Addict. 2021 Sep 28;10(3):683-689. doi: 10.1556/2006.2021.00058.
4
Are the shareholding and trading behaviors of diverse investors affected by the relaxation of day trading?不同投资者的持股和交易行为是否受到日内交易放松的影响？
PLoS One. 2021 Apr 23;16(4):e0250121. doi: 10.1371/journal.pone.0250121. eCollection 2021.
5
Quantifying the effect of investors' attention on stock market.量化投资者注意力对股票市场的影响。
PLoS One. 2017 May 23;12(5):e0176836. doi: 10.1371/journal.pone.0176836. eCollection 2017.
6
Using E-GARCH to Analyze the Impact of Investor Sentiment on Stock Returns Near Stock Market Crashes.运用指数广义自回归条件异方差模型分析投资者情绪对股市崩盘附近股票回报的影响。
Front Psychol. 2021 Jul 27;12:664849. doi: 10.3389/fpsyg.2021.664849. eCollection 2021.
7
Is It Possible to Earn Abnormal Return in an Inefficient Market? An Approach Based on Machine Learning in Stock Trading.在非有效市场中是否有可能获得异常收益？基于机器学习的股票交易方法。
Comput Intell Neurosci. 2021 Dec 8;2021:2917577. doi: 10.1155/2021/2917577. eCollection 2021.
8
Do foreign investors affect the volatility of local currency bond prices? Empirical evidence from China.外国投资者会影响本币债券价格的波动性吗？来自中国的经验证据。
Heliyon. 2023 May 29;9(6):e16658. doi: 10.1016/j.heliyon.2023.e16658. eCollection 2023 Jun.
9
Does investors' site visits improve the capital market pricing efficiency?投资者实地调研能否提高资本市场定价效率？
Heliyon. 2023 Aug 15;9(9):e19100. doi: 10.1016/j.heliyon.2023.e19100. eCollection 2023 Sep.
10
Wealthy individual investors and stock markets' tail risk.富裕的个人投资者与股票市场的尾部风险。
PLoS One. 2024 May 20;19(5):e0282173. doi: 10.1371/journal.pone.0282173. eCollection 2024.