The Key Factors to Influence the Premium and Discount for ETF:Combine with Herd Behavior

碩士 === 國立臺中科技大學 === 財務金融研究所碩士班 === 107 === Exchange Traded Funds (ETFs) are traded at a premium or a discount when its price is above or below the net asset value (NAV) of its underlying securities. This study uses panel regression with fixed effects to explore the factors that influence ETF price....

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Bibliographic Details
Main Authors: Yu-Ying Shen, 沈毓英
Other Authors: Chien-Yun Chang
Format: Others
Language:zh-TW
Published: 2019
Online Access:http://ndltd.ncl.edu.tw/handle/73eg47