Price Manipulation on Settlement Dates: the Cases of TAIFEX TAIEX Futures and SGX MSCI Taiwan Index Futures
碩士 === 國立雲林科技大學 === 財務金融系碩士班 === 94 === The purposes of the present paper are four folds: (1) Examine price manipulation on the settlement dates of TAIFEX TAIEX futures (TAIFEX TF) and SGX MSCI Taiwan Index futures (SGX TF). (2) Inquire the predictability on the binary directions of either pulling u...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2006
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| Online Access: | http://ndltd.ncl.edu.tw/handle/12724876057036571062 |