The Measurement of Return Smoothness and Liquidity in Taiwan’s Mutual Fund Market
碩士 === 國立政治大學 === 國際經營與貿易研究所 === 97 === In this study we can detect the serial correlation of monthly returns occurred in Taiwan’s mutual fund market associated with Illiquidity and smoothed returns. We utilize a simple econometric model in which observed returns are a finite moving-average of unobs...
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| Format: | Others |
| Language: | en_US |
| Published: |
2009
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| Online Access: | http://ndltd.ncl.edu.tw/handle/97771672138867843230 |