The Pricing of Taiwan Stock Index Futures and Its Interrelationship with the Cash Index
博士 === 國立中山大學 === 財務管理學系 === 87 === This study investigates the relative pricing behavior of the Taiwan Stock Index and index Futures that traded on SIMEX. The issues examined include the pricing and arbitrage trading of the stock index futures, the dynamic interaction and the price discovery of the...
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| Format: | Others |
| Language: | zh-TW |
| Published: |
1999
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| Online Access: | http://ndltd.ncl.edu.tw/handle/46225099190116027173 |