Relative Value Arbitrage Rule－Pairs Trading Performance in Taiwan Stock Market
碩士 === 逢甲大學 === 經濟學所 === 95 === We use stocks in the TSEC Taiwan 50 Index at 1999/1/1 ~ 2007/4/30 to conduct an empirical study on the performance of pairs-trading strategy. In order to clarify potential effects from different industries and different market trends, not only three industrial portfol...
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2007
|
| Online Access: | http://ndltd.ncl.edu.tw/handle/44600803232652425557 |