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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2010
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| Online Access: | http://ndltd.ncl.edu.tw/handle/47954685394490032407 |
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ndltd-TW-098FJU002140222016-04-25T04:29:22Z http://ndltd.ncl.edu.tw/handle/47954685394490032407 Arbitrage strategy of dual-listing price difference among Mainland China,Hong Kong and USA 兩岸三地多元掛牌之價差套利研究 Chang,Tan-Wei 張丹薇 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 make an arbitrage strategy and examining the difference of absolute return between two case. Lee ,Tsung-Pei 李宗培 2010 學位論文 ; thesis 50 zh-TW |
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NDLTD |
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zh-TW |
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Others
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NDLTD |
| description |
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 make an arbitrage strategy and examining the difference of absolute return between two case.
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| author2 |
Lee ,Tsung-Pei |
| author_facet |
Lee ,Tsung-Pei Chang,Tan-Wei 張丹薇 |
| author |
Chang,Tan-Wei 張丹薇 |
| spellingShingle |
Chang,Tan-Wei 張丹薇 Arbitrage strategy of dual-listing price difference among Mainland China,Hong Kong and USA |
| author_sort |
Chang,Tan-Wei |
| title |
Arbitrage strategy of dual-listing price difference among Mainland China,Hong Kong and USA |
| title_short |
Arbitrage strategy of dual-listing price difference among Mainland China,Hong Kong and USA |
| title_full |
Arbitrage strategy of dual-listing price difference among Mainland China,Hong Kong and USA |
| title_fullStr |
Arbitrage strategy of dual-listing price difference among Mainland China,Hong Kong and USA |
| title_full_unstemmed |
Arbitrage strategy of dual-listing price difference among Mainland China,Hong Kong and USA |
| title_sort |
arbitrage strategy of dual-listing price difference among mainland china,hong kong and usa |
| publishDate |
2010 |
| url |
http://ndltd.ncl.edu.tw/handle/47954685394490032407 |
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