A Study of Price Discovery on Stock Index Futures─Taiwan Stock Index Futures and Mini Taiwan Stock Index Futures

碩士 === 東吳大學 === 企業管理學系 === 94 === Taiwan's stock index futures has launched for almost eight years since July 21,1998. The price discovery role of stock index futures was concerned by investors gradually. This paper examined the relationship between each two of Taiwan Stock Index , Taiwan Stock...

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Bibliographic Details
Main Authors: Pai-hao Wu, 吳百浩
Other Authors: Chu-yin Lin
Format: Others
Language:zh-TW
Published: 2006
Online Access:http://ndltd.ncl.edu.tw/handle/24620139264200993095