Internet Search and Market Efficiency
碩士 === 國立高雄第一科技大學 === 金融系碩士班 === 105 === This study demonstrates the impact on price discovery between stock futures and spots, resulting from internet searching. I first utilize the vector auto-regression model and the vector error correlation model to explore price discovery between stock futures...
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2017
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| Online Access: | http://ndltd.ncl.edu.tw/handle/rt34ng |