The Effect of Introduction of Index Options on Spot Market–Take Taiwan and Electronic Stock Index for Example

碩士 === 國立高雄應用科技大學 === 商務經營研究所 === 95 === The purpose of this study is to evaluate impact upon the spot market when options was introduced, and what change for the volatility and asymmetric effect of spot market return after the listing of Taiwan stock index options (TXO) and Electronic stock index o...

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Bibliographic Details
Main Authors: Jen-Ming Chang, 張仁銘
Other Authors: 柯伯昇
Format: Others
Language:zh-TW
Published: 2007
Online Access:http://ndltd.ncl.edu.tw/handle/46926337737174757049