The Impacts of ETF Trading on Return Synchronicity of Underlying Stocks

碩士 === 大葉大學 === 企業管理學系碩士班 === 107 === ETF is regarded as a part of the passive management funds. This study aims to explore whether ETF fund managers’ trading will impact the return synchronicity of the underlying stocks. Literature supporting the impacts of ETF trading on stock synchronicity indica...

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Bibliographic Details
Main Authors: LAI,YUN-JU, 賴韻如
Other Authors: CHEN,YU-FEN
Format: Others
Language:zh-TW
Published: 2019
Online Access:http://ndltd.ncl.edu.tw/handle/mr955d