The Price Discovery of China Listed Company in Three Different Exchanges
碩士 === 國立成功大學 === 財務金融研究所碩士在職專班 === 102 === This paper examines the price discovery of six China listed companies in Shanghai, Hong Kong, and New York stock exchange with Engle and Granger’s (1987) Vector Error Correction Model and Sims’ (1980) Vector Autoregression Model, VAR. The research...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2014
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| Online Access: | http://ndltd.ncl.edu.tw/handle/54933571985622879510 |