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The price impact of foreign institutional herding on large-size stocks in the Taiwan stock market

✍ Scribed by Yang-Cheng Lu, Hao Fang, Chien-Chung Nieh

Book ID
113078976
Publisher
Springer US
Year
2011
Tongue
English
Weight
339 KB
Volume
39
Category
Article
ISSN
0924-865X

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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