An Empirical Study of the Price Discovery on Taiwan 50 ETF

碩士 === 國立高雄應用科技大學 === 金融系金融資訊碩士在職專班 === 103 === This study analyzed relevance and interactive relationships between net value and market value of Taiwan 50 index stock fund as well as its corresponding Taiwan 50 index and FITX. Unit root test of non-constant quantitative method, Vector Autoregressio...

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Bibliographic Details
Main Authors: Chia-Pei Hung, 洪嘉佩
Other Authors: Yen-Shin Cheng
Format: Others
Language:zh-TW
Published: 2015
Online Access:http://ndltd.ncl.edu.tw/handle/w5362v