The Research of Expiration Effect among TSE Stock Index, TAIFEX Taiwan Stock Index Futures, and SIMEX MSCI Taiwan Stock Index Futures
碩士 === 國立臺北大學 === 企業管理學系 === 91 === Since the listing of the futures, researches of the relationship between futures and spots were constantly announced; most of the discussions focus on the effect of the trading of the derivative financial goods to the spot market. The expiration effect is broadly...
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/92273085997488969511 |