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Title:	海外存託憑證與普通股之間價格傳遞關係:臺灣之實證研究 The Transmission Between GDRs and Its Underlying Stocks : The Case of Taiwan
Authors:	李昭瑩 Li, Zhao-Ying
Contributors:	沈中華 Shen, Zhong-Hua 李昭瑩 Li, Zhao-Ying
Keywords:	海外存託憑證普通股傳遞關係 GDR transmission
Date:	1996
Issue Date:	2016-04-28 11:50:50 (UTC+8)
Abstract:	本文之主要研究目的在探討不同市場間價格傳遞的關係，為了避免傳統上利用不同國家股價指數進行研究，所可能產生的異質性問題，本文藉由表彰資產相同、而在不同地區進行交易的證券進行分析；而根據台灣資本市場的現況，我們利用普通股與海外存託憑證在國內、外的價格關係來進行實證研究。實證模型分別考慮價格或報酬間，與報酬波動間的傳遞效果，以及此二證券間之價差對該因果關係的影響。
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Description:	碩士國立政治大學財務管理研究所 83357002
Source URI:	http://thesis.lib.nccu.edu.tw/record/#B2002002991
Data Type:	thesis
Appears in Collections:	[Department of Finance] Theses

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