The Price Discovery Relationship among Taiwan Spot Index, Index tures, Taiwan 50 Spot Index and 50 Index Futures
碩士 === 國立高雄應用科技大學 === 商務經營研究所 === 93 === The purpose of this paper is to find out and compare with price discovery in four Taiwan spot Index, Index future, the Taiwan 50 Index and the 50 Index futures. All the data range from July 1,2004 to March 1,2005,172 are collected. The Research uses the five-...
| 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/23744930635048183633 |