An Empirical Study of the Price Relation of REITs, Index, ETF and Futures:The Case of Taiwan and U.S.

碩士 === 國立臺北商業技術學院 === 財務金融研究所 === 95 === The purpose of this paper is to find the price relation of REITs, stock index, ETF and index futures with time series data in Taiwan and U.S.We want to study whether index or futures is the lead of REITs and to find the influence and relation of REITs, index,...

Full description

Bibliographic Details
Main Authors: Sie,Yi-Lin, 謝宜霖
Other Authors: Ph.D.Chen Shen-Yuan
Format: Others
Language:zh-TW
Published: 2007
Online Access:http://ndltd.ncl.edu.tw/handle/12467867723838097206