The Speed of Adjustment to Information:A Case on Listed Companies of Taiwan, China and American Depositary Receipts

碩士 === 國立臺北大學 === 國際企業研究所 === 97 === This paper examines the speed of price adjustment in Taiwan, China stock market and American Depositary Receipts. We use a VAR model to show the interaction for stocks and American Depositary Receipts of Taiwan and China. The sample period of this study is from J...

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Bibliographic Details
Main Authors: Kuo, Chang-Ting, 郭昶廷
Other Authors: Hsiao, Jung-Lieh
Format: Others
Language:zh-TW
Published: 2009
Online Access:http://ndltd.ncl.edu.tw/handle/81357031241750803751