A Study of Volume and Price Interactions on Stock Index Spot Market, Lead-Lag Relationship between Stock Index Futures and Spot Markets in Taiwan Area：Effects of incorporating the Information of TXO Market
碩士 === 國立臺北大學 === 合作經濟學系 === 94 === The purpose of the study discusses the information of TXF and TXO markets impact upon volume and price interactions on stock index spot market, lead-lag relationship between stock index futures and spot markets in Taiwan Area. Meanwhile, this research also investi...
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2006
|
| Online Access: | http://ndltd.ncl.edu.tw/handle/82594887869454747547 |