Essays on the Microstructure Issues of Tick Size and Equity Liquidity
博士 === 國立交通大學 === 管理科學系所 === 95 === This dissertation consists of two separate essays. The first essay investigates the impact of decimalization (penny pricing) on the arbitrage relationship between index exchange-traded funds (ETFs) and E-mini index futures. The empirical results show that the over...
| Main Authors: | , |
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| Format: | Others |
| Language: | en_US |
| Online Access: | http://ndltd.ncl.edu.tw/handle/36128032414170610983 |