Do ETFs Increase Volatility? Evidences from Taiwan Stock Market

碩士 === 國立臺北大學 === 國際財務金融碩士在職專班 === 107 === Exchange-traded funds (ETFs) have become increasingly popular over the past years. To study whether an increase in trading volume of ETFs impact the volatility of their underlying stocks and the Taiwan security market, the research focus on a sample of ETFs...

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Bibliographic Details
Main Authors: TUNG HUI-LING, 童蕙鈴
Other Authors: LU, CHIA-WU
Format: Others
Language:zh-TW
Published: 2019
Online Access:http://ndltd.ncl.edu.tw/handle/k9f3hp