Global ETD Search
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Showing 1 to 3 of 3 for “"Taiwan Stock Exchange"”.
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Nonlinearity and Overseas Capital Markets: Evidence from the Taiwan Stock Exchange
… financially isolated but nonetheless well-traded Taiwan Stock Exchange as a case study, it is found that virtually all of the stocks trading on this exchange exhibit nonlinearity. The pervasiveness of nonlinearity within this market, combined with earlier results from other markets, suggests that …
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Information and trading patterns in financial markets
… and transaction prices of all dealers from the Taiwan Stock Exchange. Standard market-making models, such as Kyle (1985) and Grossman and Miller (1988), imply market maker trades and contemporaneous returns are negatively correlated. I find a strong positive correlation, implying that dealers do …
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AN EMPIRICAL INVESTIGATION OF THE BEHAVIOUR OF FOREIGN INVESTORS IN EMERGING MARKETS
Using monthly data of foreign flows on Istanbul Stock Exchange (ISE), the thesis finds that in contrast to most of the available theory and repeated previous findings on other markets, foreign investors act in a contrarian manner with respect to past local returns in ISE, however only in rising …