Arbitrage Trading by Exploiting the Size Effect - Analyzing with Vince Model
碩士 === 東吳大學 === 經濟學系 === 102 === The purpose of this empirical study, adopting Vince’s (2011) LSM framework, is to exploit the size effect with various arbitrage trading strategies. The data analyzed in the paper include the ETFs mimicking various market capitalizations of listed companies, issued...
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2014
|
| Online Access: | http://ndltd.ncl.edu.tw/handle/79tqz2 |