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...
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/01720575415358180245 |