The Research for Mean Reversion and Quasi-Arbitrage of Business Group Stocks
碩士 === 國立雲林科技大學 === 財務金融系碩士班 === 95 === Taiwan’s business groups has significant influence on Taiwan’s economic activities. Investor also has certain appreciation of the importance of business groups. Thus, the variation of stock price between group members will be an important factor to investors....
Main Authors: | Tsai-Ling Tseng, 曾彩玲 |
---|---|
Other Authors: | Ai-Chi Hsu |
Format: | Others |
Language: | zh-TW |
Published: |
2007
|
Online Access: | http://ndltd.ncl.edu.tw/handle/38511476981310023904 |
Similar Items
-
The Research for Mean Reversion and Quasi-Arbitrage of Exchange Rate
by: Liang-hui Kao, et al.
Published: (2009) -
Tax Arbitrage of Stock Futures
by: Ling-Yu Lu, et al.
Published: (2017) -
The price behavior research of convertible preferred stock and arbitrage
by: Ling, Kei-Sung, et al.
Published: (1997) -
The Research of Quasi-Arbitrage for Crude Oil、Gold and Exchange Rate
by: Yu-Jing Lin, et al.
Published: (2011) -
The Mean reversion Behavior of Taiwanese Industrial Group Stock Indices
by: Bin-Hung Tsai, et al.
Published: (2006)