A STUDY OF LEAD-LAG RELATIONSHIP BETWEEN TAIWAN STOCK INDEX AND TAIWAN STOCK INDEX FUTURES MARKETS IN BULL AND BEAR MARKETS
碩士 === 南華大學 === 財務管理研究所 === 95 === In the past literature, many scholars investigated the lead-lag relationship between stock index, index futures while they ignore one of the important factor; that is, the phenomenon of "cimate mrkets". The purpose of this thesis is to investigateate t...
| Main Authors: | , |
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2007
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| Online Access: | http://ndltd.ncl.edu.tw/handle/gt9j6w |