台灣股票交易量為敏感性指標，經常受外部影響而劇烈波動。近年通貨膨脹和利率波動造成股市交易量每日萎縮近1000億。所以本研擬以事件研究法探討，台灣股票市場2021-2022年，通貨膨脹和利率急遽提升的事件下，台灣股票交易量的變動情形。本研究實證結果如下 (1)通貨膨脹事件後，股票存在顯著正的異常交易量。(2)利率上升事件後，股票存在顯著正的異常交易量。 (3)通貨膨脹上升，股票交易量顯著下降。(4)利率上升，股票交易量上升。 Taiwan stock trading volume is a sensitive indicator that often fluctuates wildly due to external influences. Inflation and interest rate fluctuations in recent years have caused the daily trading volume of the stock market to shrink by nearly 100 billion. This study intends to use the event study method to explore the changes in Taiwan's stock trading volume under the event of a sharp increase in inflation and interest rates in the Taiwan stock market from 2021 to 2022. This research intends to explore the following hypotheses: (1) After the inflation event, there is a significant positive abnormal trading volume in stocks. (2) After the interest rate rise event, there is a significant positive abnormal trading volume in stocks. (3) Inflation rises, and stock trading volume drops significantly. (4) Interest rates rise and stock trading volume rises.
