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The Influence of U.S. FED's Interest Rate-Raising Event Announcements on the Abnormal Returns in the Taiwan Stock Market.
Xiao-Hong Lin
Kuei-Yuan Wang
Chien-Kuo Han
Yu-Sin Huang
Yi-Chi Liao
Tzu-Yun Ting
Ting-Shiuan Fang
Published in:
IMIS (2018)
Keyphrases
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stock market
trading signals
trading rules
abnormal events
short term
stock price
financial time series
stock exchange
financial markets
stock index futures
financial data
stock returns
stock trading
listed companies
garch model
neural network
stock data
chinese stock market
news articles
regression model