An Empirical Study on the Relationship between Market Mechanism Variables and Stock Return Volatility-Evidence in The Underlying Stocks of Taiwan 50 ETFs
碩士 === 淡江大學 === 管理科學研究所碩士班 === 95 === This study uses a sample of underlying stocks of Taiwan 50 ETFs over the period 2003-2005. The main purposes are to explore the relationship between market mechanism Variables and stock return volatility. Some statistical methods are used including multinomial r...
| Main Authors: | , |
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2007
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| Online Access: | http://ndltd.ncl.edu.tw/handle/95931576228864213751 |