The Pricing Efficiency of ETFs:An application to Polaris Taiwan Top 50 Tracker Fund

碩士 === 淡江大學 === 財務金融學系碩士班 === 93 === This thesis examines pricing efficiency of the first Exchange Traded Fund in Taiwan - the Polaris Taiwan Top 50 Tracker Fund (TTT), an ETF designed to track the performance of The Taiwan 50 index. The main focus is on its tracking error, discounts/premiums, trad...

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Bibliographic Details
Main Authors: Yu-Lun Chi, 紀宇倫
Other Authors: Wen-liang G. Hsieh
Format: Others
Language:zh-TW
Published: 2005
Online Access:http://ndltd.ncl.edu.tw/handle/55626365891835436115