The Impact of Daily Abatement System on Volatilities and Trading Volumes of Taiwan's Stock Index Futures and Options
碩士 === 輔仁大學 === 金融研究所 === 97 === This study is to investigate the impact on the market of futures and option after the margin abatement on-the-same-day system has been carried out. The intention is to understand whether this daily abatement system caused increased volatility and trading volume, and...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2009
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| Online Access: | http://ndltd.ncl.edu.tw/handle/31778160285057951991 |