Economics, Econometrics and Finance
4 years ago

Taiwan stock market influenced by volume, index time series revealed

Physica A Statistical Mechanics and its Applications
Causalities of the Taiwan stock market
Julian Juhi-Lian Ting

Paper Summary

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The researchers studied the Taiwan stock market to understand its volatility and causality. They looked at the relationship between the stock index and trading volume. The results showed that the stock index is more important than trading volume in influencing market changes. The stock index is influenced by the previous 67th trading day, while trading volume is influenced by the previous 62nd trading day.