A Study on Market efficiency of Taiwan stock exchange electronic sectorindex option (TEO)
碩士 === 國立雲林科技大學 === 企業管理系碩士班 === 95 === This research adopts the option and transaction data of TEO and TE relatively. We exam the arbitrage chances with ox-post approach. The subject of research is willing to find weather having profit of arbitrage in our sample, when the Put-Call Futures Parity is...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2007
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| Online Access: | http://ndltd.ncl.edu.tw/handle/41485785098829398945 |