A study on futures expiration day effects for Taiwan stock market-Evidences from TAIFEX and SIMEX MSCI Taiwan Stock Index Futures
碩士 === 實踐大學 === 財務金融與保險研究所 === 96 === Due to the ratio of Foreign Institute Investor (FINI) takes part in Taiwan Stock Index Futures Contact is getting higher, the Taiwan Stock Index Futures and Stock Index are becoming more significant relevantly. Recently, Foreign Investors have been taking SIMEX...
Main Authors: | Shuan, Chen, 陳瑄 |
---|---|
Other Authors: | Ming-Guan, Huang |
Format: | Others |
Language: | zh-TW |
Published: |
2008
|
Online Access: | http://ndltd.ncl.edu.tw/handle/81840187902603994564 |
Similar Items
-
The Study on the Expiration Effect Factors of TAIFEX and SIMEX MSCI Taiwan Stock Index Futures
by: Jung-yu Lin, et al.
Published: (2005) -
The Research of Expiration Effect among TSE Stock Index, TAIFEX Taiwan Stock Index Futures, and SIMEX MSCI Taiwan Stock Index Futures
by: LIN, SHIH-CHAO, et al.
Published: (2003) -
The Expiration-Day Effects of MSCI Taiwan Stock Index Futures Traded at SIMEX on Stock Market
by: Ming-Hsiu Wu, et al.
Published: (1999) -
The Analysis of Relationship Between Stock Index Cash and Futures: For Example of SIMEX MSCI Taiwan and TAIFEX
by: Jen-Bang Huang, et al.
Published: (2000) -
Hedging Taiwan's Stock Indices with SIMEX MSCI Taiwan Index Futures
by: Wen, Yue-Zhi, et al.