Price discovery and liquidity in Taiwan spot market and Derivatives—An Empirical Study of 322
碩士 === 淡江大學 === 財務金融學系碩士班 === 94 === On March 22, the Taiwan Stock Index, Futures had fallen stop, couldn’t display the price discovery, but the Taiwan Stock Index Options still had the price discovery ability. This article applied the non-linear regression of Kleidon and Whaley( 1992) to simulate t...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2004
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| Online Access: | http://ndltd.ncl.edu.tw/handle/73622246578929495668 |