The Determinants of Mispricing of the Taiwan Index Futures Contracts.
碩士 === 淡江大學 === 財務金融學系碩士班 === 94 === This paper investigates the market efficiency of the Taiwan stock index futures traded in the TAIFEX. The pricing model are computed using different transaction costs by different arbitrage groups. The empirical tests utilize daily and intraday minute-by-minute 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/78175724895873220018 |