The Study of arbitrage Strategy between TSMC stock price and its ADR
碩士 === 輔仁大學 === 應用統計學研究所 === 91 === The study is to explore that whether have the long run equilibrium between TSMC stock price and its ADR price. When their relationship was confirmed, and we will discuss their variance decomposition and impulse response function. After that we will use the long ru...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2003
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| Online Access: | http://ndltd.ncl.edu.tw/handle/26115219522352071546 |