The Impacts of Different Types of Information Announcement on Price Discovery in Taiwan Stock and Futures Markets
碩士 === 淡江大學 === 財務金融學系碩士班 === 102 === This paper studies competition in price discovery between the Taiwan 50 ETF (TTT) and TX for the different types of information announcement on Hasbrouck’s (1995) information shares model. The sample period extends from January 2, 2005 to December 31, 2012. Usin...
| 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/70295648949391075984 |