An Empirical Study on the Expiration Effects of MSCI Taiwan Stock Index Spots and Futures
碩士 === 朝陽科技大學 === 財務金融系碩士班 === 93 === This thesis empirically tests expiration effect of the MSCI Taiwan, one of the index futures contracts listed on the Singapore Exchange with the underlying asset of the Taiwan stock index TSI. A time series intra day of five minute data set is used for the study...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2005
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| Online Access: | http://ndltd.ncl.edu.tw/handle/d6bdd8 |