台灣50指數股票型基金上市對指數成分股票流動性之影響
In this paper, we test the hypothesis that the introduction of Taiwan Top 50 Tracker Fund (TTT) would impact the market liquidity of its underlying stocks. We address this issue by adopting several volume-based and price-based liquidity measures to present the multi-dimension of liquidity. Our empir...
| Main Authors: | , |
|---|---|
| Language: | 英文 |
| Published: |
國立政治大學
|
| Subjects: | |
| Online Access: | http://thesis.lib.nccu.edu.tw/cgi-bin/cdrfb3/gsweb.cgi?o=dstdcdr&i=sid=%22G0923510261%22. |