The arbitrage strategy empirical analysis between TSE Electronic Sector Index Futures and TSE Electronic Sector stock

碩士 === 國立高雄第一科技大學 === 財務管理所 === 93 === The subject of this research is to analyze the performance of arbitrage Between TSE Electronic Sector Index Futures and TSE Electronic Sector stock . This research selects 20 top electronic sector value weighted stocks in MSCI Taiwan Stock Index Futures...

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Bibliographic Details
Main Authors: Hui-Lin Huang, 黃蕙玲
Other Authors: Chou-Wen Wang
Format: Others
Language:zh-TW
Published: 2005
Online Access:http://ndltd.ncl.edu.tw/handle/01720575415358180245