The Study of Lead and Lag Relationship among Taiwan Stock Index, Futures and Options Markets
碩士 === 國立高雄第一科技大學 === 財務管理所 === 92 === This paper investigates the price discovery role among options markets with a newly established spot and future markets for Taiwan stock Index. The data was measured from January 2,2002 to September 15,2003 every day. They were separated total period, the fron...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2004
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| Online Access: | http://ndltd.ncl.edu.tw/handle/43063605743695009413 |