The Study of Price Discovery in ETFs and Market Index: an Analysis of S&P 500 and SPDRs
碩士 === 中國文化大學 === 國際貿易學系碩士班 === 94 === Many researchers has used different ETFs data to research the price discovery rela-tionship between ETFs market index. Most conclusions are the price of futures lead to market index. Because of the different sample and ETFs, the ETFs didn’t have exactly price d...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2006
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| Online Access: | http://ndltd.ncl.edu.tw/handle/61585921608476221912 |