From the relationship between liquidity and the chance of arbitrage to examines if investor’s behaviors in the Taiwan stock index futures market are rational
碩士 === 國立高雄第一科技大學 === 金融營運所 === 92 === This paper empirically examines the rationality of investors’ behaviors in the Taiwan stock index futures market. We examine the behavior by estimating the relationship between the arbitrage opportunity and the market liquidity. We use the open interest and bid...
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2004
|
| Online Access: | http://ndltd.ncl.edu.tw/handle/63639451791181084222 |