[PDF] Top 20 Price Transmission Effect between GDRs and Their Underlying Stock
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Price Transmission Effect between GDRs and Their Underlying Stock
... same price in the absence of transaction costs and restriction to capital ...Garbade and Silber (1979) reported that prices may differ between market centers for short intervals of time in ... See full document
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Dynamic price transmission between ADRs and underlying security : the case of Taiwan, China, Japan and Korea / 吳世杰 吳世杰、梁晉嘉
... dynamic price transmissions between ADRs (American Depositary Receipts), issued by Taiwanese, Chinese, Japanese and Korean firms, and their underlying ...(MG) and Pooled ... See full document
2
A Study of the Relationship of the Price Transmission between the Taiwan Depository Receipts(TDR)and the Underlying Stoc 莊元駿、賴文魁
... the stock prices of Japan, Singapore, and Hong Kong have a significant influence on Taiwan Depository Receipts in long-term investment; there is no significant influence between Taiwan Depository ... See full document
4
The Relationship between the Capital Structure and Their Stock Price - Example of Steel Industry in Taiwan 林育仲、邱英祧;胡瓊元
... ，519-539。 簡志昇(1988)，台灣地區股票上市公司資本結構影響因素之研究，國立交通大學管理科學研究所未出版之碩士論文。 蘇士 哲(2000)，資本結構決定因素之研究─台灣資訊電子業上市公司之實證，國立中央大學企業管理研究所未出版碩士論文。 蘇秋靜(1985)， 資金成本與財務結構關係之研究，國立交通大學管理科學研究所未出版之碩士論文。 Allen, D. E., & Mizuno, H. (1989). The ... See full document
2
Price and Volatility Spillovers between Stock Prices and Exchange Rates: Empirical Evidence from the G-7 Countries
... volatility transmission mechanism of exchange ...spillover effect between interest rates and the exchange value of the US ...framework and investigates the dynamic price ... See full document
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The dynamic relationship between the prices of ADRs and their underlying stocks: evidence from the threshold vector error correction model
... ADR and its underlying stock price are closely related accord- ing to the law of one ...costs and price uncertainty due to noisy trader ...dynamic price relationship of ... See full document
9
An Empirical Analysis of the Price Behavior of Taiwanese Stock Warrants
... Taiwanese stock warrants have been traded well above their theoretical prices since their inception in ...relationship between the magnitude of market overpricing and the returns of the ... See full document
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The value relevance between intellectual capital and company stock price
... Research and Development expenses (RD) , proxy for structural capital, is positive relation to market ...statutes, and expect company directors to participate in major ...nature, and other necessary ... See full document
4
Using Threshold Error-Correction Model to Investigate Asymmetric Price Transmissions between the Real Estate and Stock Markets in Taiwan
... relationship between real estate prices and stock prices has been a widely debated issue within academic circles and among practitioners, ...relationship between real estate and ... See full document
13
Impact of Foreign Listed Single Stock Futures on the Domestic Underlying Stock Markets
... Bessembinder and Seguin’s opinion, trade volume and open interest are two important trading activity variables, influencing the conditional ...first, and then the detrended series should be divided ... See full document
9
Price Analysis between ADRs and the Underlying Stocks：Empirical Evidence from Taiwan Security Market 巫逢益、林志忠 ; 施能仁
... N. and M. Kozaki,（1992），“An Intelligent Forecasting System of Stock Price Using Neural Networks”，IEEE/INNS International Joint Conference on Neural ... See full document
2
Effect of Transaction Tax on the Relationship between Volatility and Trading Activities of Taiwan Stock Index Futures
... l .I t aims to examine the reduction of transaction taxes by Taiwan Futures Exchange and explore the impact of time trends and seasonable factors on the relationship betwee[r] ... See full document
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Order Price Clustering on the Taiwan Stock Exchange
... trade, and limit-order data Motivated by the fact that most literature employs trade and quote data to illustrate price clustering, before closing this section, we would like to take advantage of the ... See full document
1
The Prediction and Investitive Decision Software of Stock Price with Support Vector Machine and Fuzzy Theory
... quotation and lowest quotation data to generate the Williams index, KD index, BIAS, RSI Index and MACD ...index and output for prediction of stock price of SVR with fuzzy decision that ... See full document
6
Modeling the asymmetry of stock movements using price ranges
... (min) and the average of the top 5% observations and the bottom 5% observations, ...range and the statistical property for the next-ith-to-extreme approach is less known than the quantile ...CRSP, ... See full document
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Empirical Comparison of Common Dynamic Features in Stock Returns between Taiwan and Thailand Stock Markets
... Box and Pierce can be used to verify the autocorrelation in our model whose null hypothesis is ‘there is no serial correlation in the model residuals (or squared ...equation and Q(20) to check the adequacy ... See full document
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The Asymmetric distribution between Stock Bonus and Stock Dividends: Net Incentives or Entrenchments?
... BONUSt _ 1 is the bonus ratio , defmed as market value oftotal employee bonus divided by total dis甘ibutable net income at year t-1 ; SIZ Et is the naturallogarithm of total as[r] ... See full document
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Trading Decision Maker: Stock Trading Decision by Price Series Smoothing and Tendency Transition Inference
... 3 and 4 show the experiment results of buying/selling timing for the period 2001 to ...future stock trend indicated a bullish ...TAIEX price series seems to be non- stationary and causes ... See full document
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The Taxation on Capital Gains and the Stock Price Volatility - 政大學術集成
... The Taxation on Capital Gains and the Stock Price Volatility.[r] ... See full document
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Linear and nonlinear Granger causality in the stock price-volume relation : A perspective on the agent-based model of stock markets
... relation between stock returns and the trading volume via the agent-based stock mar- kets ...of stock markets highly relevant to this ...based their assumptions either on the ... See full document
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