The Determinants of U.S. Treasury ETF Liquidity in Taiwan
碩士 === 國立臺灣大學 === 財務金融學研究所 === 106 === This paper analyzes the liquidity determinants of six U.S. treasury ETFs in Taiwan. I measure ETFs liquidity by spread, turnover and Amihud illiquidity ratio and examine how liquidity factors include market capitalization, index volatility and holding period af...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2018
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| Online Access: | http://ndltd.ncl.edu.tw/handle/svg3pn |