Examining The Efficiency Of The Taiwan Index Futures And Index Options Markets By Put-Call-Futures Parity
碩士 === 逢甲大學 === 財務金融學所 === 91 === Abstract The objective of the article is to examine the arbitrage opportunity and market efficiency of the TAIEX index futures (TX) and the TAIEX index options (TXO) contracts for the period April 1, 2002 to December 31, 2002. The results show that whether takin...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2003
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| Online Access: | http://ndltd.ncl.edu.tw/handle/djkuu2 |