Testing the Market Efficiency Hypothesis for Domestic Close-end Funds
碩士 === 淡江大學 === 管理科學研究所 === 86 === The main purpose of this paper is to investigate the impact of discount information for 19 closed-end funds in Taiwan. The model used in this empirical study is vector auturegressive model, which is developed by Sims (1980). Before we investigate closed-end fu...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
1998
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| Online Access: | http://ndltd.ncl.edu.tw/handle/31828121893387279166 |