An Empirical Study on the Lead/Lag Relationshipamong Taiwan’s Exchange Traded Funds’ Returns
博士 === 雲林科技大學 === 管理研究所博士班 === 97 === This paper explores the lead/lag relationship for exchange traded funds’ returns in Taiwan thru vector autoregressive(VAR) model. We test the five supposed hypotheses：(1) size, (2) dividend, (3) market-to-book ratio, (4) price-to-earnings ratio and (5) informati...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2009
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| Online Access: | http://ndltd.ncl.edu.tw/handle/12399718778540111370 |