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

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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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
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spelling ndltd-TW-096NKIT53050072019-05-15T19:28:28Z http://ndltd.ncl.edu.tw/handle/97e5mj The investigation of intraday price discovery relationships among TESC Taiwan Technology Index, Electronic Sector Index Futures, Fubon Taiwan Technology Tracker Fund 台灣電子類指數、電子期貨及富邦台灣科技ETF市場間日內價格發現關係研究 Tung-wei Li 李東偉 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 empirical results are as follows: First, Three index exist a cointegration relationship and long run equilibrium. Second, Electronic Sector Index Futures is better than TSEC Taiwan Technology Index in price discovery. Electronic Sector Index Futures is better than Fubon Taiwan Technology Tracker Fund. Yung-Sheng Su 蘇永盛 2008 學位論文 ; thesis 58 zh-TW
collection NDLTD
language zh-TW
format Others
sources NDLTD
description 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 empirical results are as follows: First, Three index exist a cointegration relationship and long run equilibrium. Second, Electronic Sector Index Futures is better than TSEC Taiwan Technology Index in price discovery. Electronic Sector Index Futures is better than Fubon Taiwan Technology Tracker Fund.
author2 Yung-Sheng Su
author_facet Yung-Sheng Su
Tung-wei Li
李東偉
author Tung-wei Li
李東偉
spellingShingle Tung-wei Li
李東偉
The investigation of intraday price discovery relationships among TESC Taiwan Technology Index, Electronic Sector Index Futures, Fubon Taiwan Technology Tracker Fund
author_sort Tung-wei Li
title The investigation of intraday price discovery relationships among TESC Taiwan Technology Index, Electronic Sector Index Futures, Fubon Taiwan Technology Tracker Fund
title_short The investigation of intraday price discovery relationships among TESC Taiwan Technology Index, Electronic Sector Index Futures, Fubon Taiwan Technology Tracker Fund
title_full The investigation of intraday price discovery relationships among TESC Taiwan Technology Index, Electronic Sector Index Futures, Fubon Taiwan Technology Tracker Fund
title_fullStr The investigation of intraday price discovery relationships among TESC Taiwan Technology Index, Electronic Sector Index Futures, Fubon Taiwan Technology Tracker Fund
title_full_unstemmed The investigation of intraday price discovery relationships among TESC Taiwan Technology Index, Electronic Sector Index Futures, Fubon Taiwan Technology Tracker Fund
title_sort investigation of intraday price discovery relationships among tesc taiwan technology index, electronic sector index futures, fubon taiwan technology tracker fund
publishDate 2008
url http://ndltd.ncl.edu.tw/handle/97e5mj
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