The Comprehensive Analyze of Index Composition Change in CSI300 Index
碩士 === 國立政治大學 === 金融研究所 === 103 === This paper empirically examines the differences of abnormal return, shadow cost, liquidity effect, information asymmetry and arbitrage risk during the composition change of CSI300 index to observe the behavior of investors in China market. Although this paper exam...
| Main Authors: | , |
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| Format: | Others |
| Language: | en_US |
| Online Access: | http://ndltd.ncl.edu.tw/handle/227bph |