Empirical Evidence of Arbitrage Opportunities on the Taiwan 50 ETFs
碩士 === 淡江大學 === 財務金融學系碩士班 === 93 === This study investigates the arbitrage opportunities of TTT, the first ETF issued in Taiwan. By calculating the premium and discount between TTT’s market trading price and its Net Asset Value (NAV), we can examine whether there exists arbitrage opportunities for E...
| 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/59989936808282762267 |