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...
Main Authors: | , |
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Other Authors: | |
Format: | Others |
Language: | zh-TW |
Published: |
2010
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Online Access: | http://ndltd.ncl.edu.tw/handle/47954685394490032407 |