Arbitrage strategy of dual-listing price difference among Mainland China,Hong Kong and USA

碩士 === 輔仁大學 === 金融研究所 === 98 === This research focuses on relationships among Mainland China、Hong Kong and USA stock markets. This thesis is arbitrage strategy of dual-listing price difference among Mainland China,Hong Kong and USA﹐and using cointegration test and vector error correction model to m...

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Bibliographic Details
Main Authors: Chang,Tan-Wei, 張丹薇
Other Authors: Lee ,Tsung-Pei
Format: Others
Language:zh-TW
Published: 2010
Online Access:http://ndltd.ncl.edu.tw/handle/47954685394490032407