An empirical Analysis of the Spread Behavior and Trader Selectivity：Evidence from the Stock Index Cash and Futures Market in Taiwan
碩士 === 輔仁大學 === 金融研究所 === 96 === The purpose of this research is to examine empirically the dynamic relationship between futures and spot prices in Taiwan stock index markets employing a class of nonlinear model. We attempt to understand how the spread (or negative of basis) behavior affects the mar...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2008
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| Online Access: | http://ndltd.ncl.edu.tw/handle/16553751278691227576 |