Price Transmission in the TDR Market
碩士 === 嶺東科技大學 === 財務金融研究所 === 99 === In this study, we examine the price transmission effect between TDRs and their respective underlying stocks listed on Hong Kong market from May 2009 to December 2010. The methodologies include the cointegration test, error correction model and Granger causality....
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2011
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| Online Access: | http://ndltd.ncl.edu.tw/handle/30802499315453883152 |