A study of the efficiency of the Taiwan stock index

A study of the efficiency of the Taiwan stock index

碩士 === 朝陽技術學院 === 財務金融系所研究所 === 85 ===

Bibliographic Details
Main Authors:	Ceng, Wen-Zheng, 曾文正
Other Authors:	Wang Zheng-Ji
Format:	Others
Language:	zh-TW
Published:	1997
Online Access:	http://ndltd.ncl.edu.tw/handle/38284669318469571901

Similar Items

A Study on Efficiency of Stock Index Future in Taiwan
by: Hsu Wei Yu, et al.
Published: (2001)

Taiwan Stock Index Futures Markets Efficiency Tests
by: Lu Yi Chun, et al.
Published: (2000)

The Study on the Price-Volume Relationship of Taiwan Stock Index, Taiwan Stock Index Futures, and MSCI Taiwan Stock Index Futures
by: Jing-Lin Huang, et al.
Published: (2005)

A Study of Price Discovery on Stock Index Futures─Taiwan Stock Index Futures and Mini Taiwan Stock Index Futures
by: Pai-hao Wu, et al.
Published: (2006)

A study of the Return and Volatility Interrelationship among the Taiwan Stock Index, the Taiwan Stock Index Futures and the MSCI Taiwan Stock Index Futures
by: Hsuan-Yu, Lin, et al.
Published: (2003)

The Study of Relationships among Taiwan Stock Index，Taiwan Stock Index Futures，MSCI Taiwan Index and MSCI Taiwan Index Futures
by: WAN, LU-CHIEN, et al.
Published: (2017)

A Study of the Performance on Taiwan 50 Index Stock and Taiwan Dividend Plus Index Stock by Applying Financial Ratios
by: KANG,WEN-YU, et al.
Published: (2019)

Threshold Relationship between Stock Index and Stock Index Futures─ Evidence from Taiwan and the U.S.
by: Yu-Hsiang Tseng, et al.
Published: (2012)

Revisiting the Dynamic Linkage in Taiwan Stock Index, Taiwan Stock Index Futures and MSCI Taiwan Stock Index Futures
by: Te-Cheng Li, et al.
Published: (2012)

THE STUDY ON EXPIRATION EFFECTS OF TAIWAN STOCK INDEX FUTURES AND OPTIONS
by: TSENG, HUA-MEI, et al.
Published: (2008)

The Study of Relationship between Stock Index and Stock Index Futures in Taiwan
by: Wu, Yawen, et al.
Published: (2011)

A Study on the Relationship between Stock Index Futures and Stock Index - Emperical Case of Taiwan Stock Index
by: Chen, Mei-Chuan, et al.
Published: (1998)

Using Regime-Switching Model to Capture the Return and Volatility Dynamics between the Taiwan Stock Index and Futures Markets
by: Wun-Jheng Hu, et al.
Published: (2004)

Robust Estimation of Optimal Hedge Ratio in Taiwan stock index futures
by: Cheng-Wen Tseng, et al.
Published: (2005)

The Effect of Taiwan Stock Index Weekly Option Listing on The Taiwan Stock Index Futures and Taiwan Index
by: Kun-Chung Lee, et al.
Published: (2014)

The Study of the Integrity Forecasting of the Stock Prices for the Financials Index in Taiwan.
by: Ruei-LinTseng, et al.
Published: (2010)

The impact of news on Taiwan Stock Index
by: YU,ZHENG-HUANG, et al.
Published: (2014)

Convergence to market efficiency for Taiwan 50 index added stocks
by: Han-Ching Huang, et al.
Published: (2011-06-01)

Forecast of Taiwan Stock Index and American Stock Index and a Study of Relationship of both Index
by: Ying-Shu Chang, et al.
Published: (2010)

A STUDY OF THE PRICE DISCOVERY AMONG TAIWAN STOCK INDEX, TAIWAN STOCK INDEX FUTURES AND MSCI TAIWAN STOCK INDEX FUTURES--APPLICATIONS OF THRESHOLD MODELS
by: Yu-jen Chen, et al.
Published: (2007)

A Study for the Forecasting of Taiwan Stock Exchange Capitalization Weighted Stock Index
by: Lu, Li-Wen, et al.
Published: (2014)

The Application of Technical Indicators on Taiwan Stock Index and Taiwan Stock Index Futures
by: Chia-Sheng Kuo, et al.
Published: (2011)

A Study Of Arbitrage Efficiency Between Taiwan Stock Exchange Finance Stock Index Futures and Options Contracts
by: Yang, Bo-Cheng, et al.
Published: (2012)

A Study on the Relationship among Taiwan Container Circulation Industry Stock Index, Taiwan Chemical Industry Stock Index, and Taiwan Iron Steel Industry Stock Index
by: 許永義
Published: (2019)

A Study on Volume and Price Relationship in the Taiwan Stock Index and Stock Index Futures
by: Ching-Sung Jen, et al.
Published: (2002)

Empirical Study on the Determinants of Movement of Taiwan Stock Index
by: Wen - Hui Lin, et al.
Published: (2002)

The Risk Analysis of B-Share Contrast With Taiwan''s Stock Market
by: Wen Cheng Lu, et al.

The Efficiency Analysis of Trading Program under Taiwan Stock Index Futures
by: Wei- Tsung Lu, et al.
Published: (2010)

A Study of Risk Index and Taiwan Stock Index Futures
by: Cheng-Hsiung Lin, et al.
Published: (2019)

A study of arbitrage issues for Taiwan Stock Index Options
by: Yao-Wen Fung, et al.
Published: (2003)

Transaction Tax Reduction on the Completeness and Efficiency Test of the Taiwan Stock Index Futures and Cross Market Spillover Effect
by: Han-Chang Tseng, et al.
Published: (2004)

The analysis of Taiwan stock index,Hang Seng China Stock index and China-concept Stock index
by: Po-Jen Tsai, et al.
Published: (2005)

The Analysis of Relationships among the Price of Crude Oil, Taiwan Stock Index, and U.S. Stock Index
by: Yi-Wen Li, et al.
Published: (2013)

THE EFFECT OF NASDAQ STOCK INDEX ON THE RETURN AND VOLATILITY OF TAIWAN STOCK INDEX
by: Min-Sheng Li, et al.
Published: (2000)

A Study of the Financial Stability、Advantage and Disadvantage on the Taiwan Dividend Plus Index Stock and MSCI Taiwan Index Stock
by: CHO, PEI-LIN, et al.
Published: (2019)

A study of the lead-lag relationship in returns and volatility among Taiwan stock market, Taiwan stock index futures and MSCI Taiwan stock index futures
by: Chen-Chun Weng, et al.
Published: (2009)

The Index Selections of the Taiwan Stock Index Futures
by: Chen, Chih-Yung, et al.
Published: (1998)

The Analysis of Stock Index in Taiwan
by: Shu-ching Chien, et al.
Published: (2006)

Selection of Underlying Index for Stock Sub-index Future and Discussion of Leading-Lagging Correlation of Stock Sub-index in Taiwan
by: Chen,Ko-Wen., et al.
Published: (1995)

A Multivariate GARCH-M Approach to Investigating Price Discovery Processes of Taiwan Stock Index, Taiwan Stock Index Futures and MSCI Taiwan Stock Index Futures
by: Chun-Shen Lee, et al.
Published: (2003)