The Effect of the Introduction of ETF Tracked Taiwan50 Index on the Pricing Efficiency of TAIFEX

碩士 === 朝陽科技大學 === 財務金融系碩士班 === 92 === The TAIFEX, the first Exchange Traded Funds (ETF) in Taiwan, which tracks the price index of fifty selected stocks, was introduced in Taiwan Securities Market since June 30, 2003.Under various assumptions of traction costs and using intervention models incorpora...

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Bibliographic Details
Main Authors: Yu-Lun Chen, 陳佑倫
Other Authors: none
Format: Others
Language:zh-TW
Published: 2004
Online Access:http://ndltd.ncl.edu.tw/handle/06149207112655686884