The Impact of Stock Price Volatility and Some Market Imperfections on Price Performance of Stock Index Futures

碩士 === 國立高雄第一科技大學 === 金融營運所 === 91 === Since the SGX-DT (Singapore Exchange Derivatives Trading Limited) introduced MSCI Taiwan stock index futures on January 9, 1997 and the TAIFEX (Taiwan Futures Exchange) Taiwan stock index futures was listed on July 21, 1998, it is observed that actual prices of...

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Bibliographic Details
Main Authors: JenYu Huang, 黃正育
Other Authors: JanChung Wang
Format: Others
Language:zh-TW
Published: 2003
Online Access:http://ndltd.ncl.edu.tw/handle/49172662377771906414