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...
Main Authors: | , |
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Other Authors: | |
Format: | Others |
Language: | zh-TW |
Published: |
2009
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Online Access: | http://ndltd.ncl.edu.tw/handle/81357031241750803751 |