The Relationship Between Investor Attention and Market Efficiency：Evidence from Single Stock Futures
博士 === 國立高雄第一科技大學 === 財務金融學院博士班 === 105 === This research is aimed to investigate the effect of investor attention on price discovery of information delivery in the stock futures market. It employs the Vector Error Correction Model to examine the price discovery of futures and spot. The study discus...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2017
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| Online Access: | http://ndltd.ncl.edu.tw/handle/59uydz |