The Study on the Price-Volume Relationship of Taiwan Stock Index, Taiwan Stock Index Futures, and MSCI Taiwan Stock Index Futures

碩士 === 長榮大學 === 經營管理研究所 === 93 === This study chooses the daily data of Taiwan Stock Index(TS), Taiwan Stock Index Futures(TF), and MSCI Taiwan Stock Index Futures(MF) from July 21, 1998 to August 31, 2004. This study investigates price-volume relationship between spot and future markets by using bi...

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Bibliographic Details
Main Authors: Jing-Lin Huang, 黃景琳
Other Authors: 賴鈺城
Format: Others
Language:zh-TW
Published: 2005
Online Access:http://ndltd.ncl.edu.tw/handle/63799429779965671067