The analysis between the pricing efficiency of Taiwan Index Options and the market liquidity
碩士 === 國立交通大學 === 財務金融研究所 === 94 === Deviate from no-arbitrage theory should be related to frictions of the market, particularly, the market liquidity, because arbitrage will be impeded by frictions. However, the bigger pricing error (the difference between the true price and the theory price of the...
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2006
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| Online Access: | http://ndltd.ncl.edu.tw/handle/55010293708866428987 |