Pricing Efficiency and Price Discovery of Cross-Listed Exchange Traded Funds (ETFs): Evidences from Taiwan and Hong Kong Market
碩士 === 國立高雄第一科技大學 === 風險管理與保險研究所 === 99 === This paper investigates the pricing efficiency and contribution to price discovery of four cross-listed ETFs, were launched in August 2009, in both Taiwan and Hong Kong. We collect daily data for four ETFs and the related spot indices which are W.I.S.E Pol...
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2011
|
| Online Access: | http://ndltd.ncl.edu.tw/handle/08424567395213170028 |