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Contagion and competitive effects of plan confirmation of reorganization filings: Evidence from the Taiwan Stock Market

✍ Scribed by Li-Chiu Chi


Book ID
116423868
Publisher
Elsevier Science
Year
2009
Tongue
English
Weight
203 KB
Volume
26
Category
Article
ISSN
0264-9993

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## Abstract This study examines the competition in price discovery among stock index, index futures, and index options in Taiwan. The price‐discovery ability of the Taiwan Top 50 Tracker Fund, an exchange‐traded fund based on the Taiwan 50 index is examined. The authors find that, after the minimum