The investigation of intraday price discovery relationships among TESC Taiwan Technology Index, Electronic Sector Index Futures, Fubon Taiwan Technology Tracker Fund

碩士 === 國立高雄第一科技大學 === 財務管理所 === 96 === This study explored the intraday price discovery relationship among TSEC Taiwan Technology Index,Electronic Sector Index Futures,Fubon Taiwan Technology Tracker Fund. And use the closing price in five minutes during January 2, 2007 to June 29, 2007. The empiric...

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Bibliographic Details
Main Authors: Tung-wei Li, 李東偉
Other Authors: Yung-Sheng Su
Format: Others
Language:zh-TW
Published: 2008
Online Access:http://ndltd.ncl.edu.tw/handle/97e5mj