ETF Information on the Relationship between Market Liquidity and Stock Returns: Evidence from Taiwan Stock Markets
碩士 === 國立雲林科技大學 === 財務金融系 === 106 === This study is to explore different illiquidity measures which is suitable for Taiwan stock markets. We select 8 indicative indexes and 9 ETFs which track that 8 indexes between 10/01/2011 to 09/30/2017, and make 9 combinations. Then measure 2 illiquidity proxies...
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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/j3hc42 |