淡江大學機構典藏:Item 987654321/4925
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    Please use this identifier to cite or link to this item: https://tkuir.lib.tku.edu.tw/dspace/handle/987654321/4925


    Title: 三個指數股票式基金上市之流動性對期貨價格結構之影響
    Other Titles: Liquidity Effects of the Introduction of Exchanges-Traded Funds on Their Futures Contracts
    Authors: 林蒼祥
    Contributors: 淡江大學財務金融學系
    Keywords: 指數股票式基金;買賣價差;深度;流動性;一般化動差法;表面似乎不相關估計法;資料配對;定價效率;市場分割;錯價;ETF;Bid-ask spread;Liquidity;Depth;Minspan;SUR;GMM;Price efficiency;Fragmentation;Mispricing
    Date: 2003
    Issue Date: 2009-03-16 11:21:10 (UTC+8)
    Relation: 三個指數股票式基金上市之流動性對期貨價格結構之影響
    Appears in Collections:[Graduate Institute & Department of Banking and Finance] Research Paper

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