A study of the lead-lag relationship in returns and volatility among Taiwan stock market, Taiwan stock index futures and MSCI Taiwan stock index futures
碩士 === 玄奘大學 === 財務金融學系碩士班 === 97 === Studies on the related issues of price discovery and information transmission of futures market have been extensive and popular in literature. In recent years, many innovations of trading mechanism of stock and futures market has been made by government which inc...
| Main Authors: | , |
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2009
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| Online Access: | http://ndltd.ncl.edu.tw/handle/79546861566239029075 |