A Study of the Relationships of Michigan Consumer Sentiment Index (MCSI) and ADR's mispricing：An Application of VAR Model
碩士 === 世新大學 === 財務金融學研究所(含碩專班) === 97 === This paper we use vector autoregressive(VAR) model, examining the relationship between mispricing of ADRs and Michigan Consumer Sentiment Index (MCSI). We extends previous research by considering three mispricing factors for American Depository Receipts(ADRs...
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2009
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| Online Access: | http://ndltd.ncl.edu.tw/handle/49408287991166127116 |