187283
博碩士論文
YAO, YI-CHIEN, 姚懿倩
碩士 / 中國科技大學 / 企業管理系碩士在職專班 / 107 / This research investigates the key factors that influence the premium/discount of Exchange Traded Fund (ETF), and compare the differences both for Taiwan and Shanghai market. In order to accomplish it, there are eight ETFs collected, including price, volume, net asset value, exchange rate, asset size, dividend payout, tracking method, and fee. The data period is from June 2012 to May 2018, all the samples are traded on Taiwan and linked the major index of Taiwan...