The lead and lag relationship research of Taiwan stock index spot and futures and options markets

碩士 === 國立雲林科技大學 === 財務金融系碩士班 === 94 === This research is to examine and evidence these three markets the lead and lag and price discovery role relationship when in the bear market or bull market for the stock index of the Taiwan stock exchange corporation with stock index futures and stock index opt...

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Bibliographic Details
Main Authors: HUNG-YUAN HUANG, 黃鴻元
Other Authors: J.W.Yang
Format: Others
Language:zh-TW
Published: 2006
Online Access:http://ndltd.ncl.edu.tw/handle/43091381943126236808