The Impact of Tick Size Reduction on the Price Discovery of ADRs and the Underlying Stocks: Evidence from Taiwan Stock Exchange
碩士 === 國立暨南國際大學 === 國際企業學系 === 97 === The Taiwan Stock Exchange reduced the minimum price variation on March, 1 2005. This thesis uses a sample of ADRs and the underlying stocks in Taiwan to study the price discovery before and after the tick size reduction. The results show that the stock prices...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2009
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| Online Access: | http://ndltd.ncl.edu.tw/handle/83634106551906872054 |