The Relationship between Market Depth and Mispricing on TAIFEX
碩士 === 國立高雄第一科技大學 === 金融營運所 === 93 === This research is through the non-arbitrage block to deviate from the futures price of the intraday trade datum, measuring the mispricing towards market depth, volatility, duration, maturity, uncertainty of dividend yield, bid-ask spread and bull and bear market...
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2005
|
| Online Access: | http://ndltd.ncl.edu.tw/handle/65679907293652717906 |