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...

Full description

Bibliographic Details
Main Authors: LIN, SHIH-CHAO, 林世釗
Other Authors: Goo, Yung-Chia
Format: Others
Language:zh-TW
Published: 2003
Online Access:http://ndltd.ncl.edu.tw/handle/92273085997488969511