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...
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 |
Similar Items
-
Do ETFs Increase Volatility?
by: Ben-David, I., et al.
Published: (2018) -
The Relationship among Gold ETF Volatility Index, Crude Oil ETF Volatility Index and Stock Markets in Asia
by: Wei-Ting Kuo, et al.
Published: (2018) -
Study on Evidence of ETF Overreaction-Based on Taiwan Stock Market
by: Wen-mo Chuang, et al.
Published: (2008) -
The predictive power of volatility models: evidence from the ETF market
by: Chang-Wen Duan, et al.
Published: (2014-06-01) -
An Empirical Study on the Relationship between Market Mechanism Variables and Stock Return Volatility-Evidence in The Underlying Stocks of Taiwan 50 ETFs
by: Shu-Li Chen, et al.
Published: (2007)