Price Relationships between ADRs and Their Underlying Stocks with Structural Breaks
碩士 === 義守大學 === 財務金融學系碩士班 === 93 === In this paper we examine the price relationships between ADRs and their underlying stocks with structural breaks. Before having further analysis, Chow test is used to identify if there exists any structural break during the research period. According to the resul...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2005
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| Online Access: | http://ndltd.ncl.edu.tw/handle/07215145331797295226 |