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...
Main Authors: | , |
---|---|
Other Authors: | |
Format: | Others |
Language: | zh-TW |
Published: |
2007
|
Online Access: | http://ndltd.ncl.edu.tw/handle/46926337737174757049 |