PRICE DISCOVERY AND MARKET INTEGRATION OF ETF－AN EMPIRICAL STUDY OF QQQ AND IShare EWT LISTED IN AMEX
碩士 === 南華大學 === 財務管理研究所 === 92 === This study investigates the process of price discovery and market cointegration between ETFs and spot indices. We use daily closing price data of QQQ during 1999/03/10 ~ 2003/05/30 , and iShare EWT during 2000/06/25 ~ 2003/05/30 listed in American Exchange (AMEX)...
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2004
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| Online Access: | http://ndltd.ncl.edu.tw/handle/66902687542302176143 |