Price Transmission Dynamics among the TAIEX,the TAIFEX Futures, and the TiMSCI Futures
碩士 === 國立暨南國際大學 === 國際企業學系 === 98 === We study price discovery ability among the Taiwan Stock Price Index Markets by employing the Hasbrouck information share method. Using data from TAIEX spot, TAIFEX futures, and the TiMSCI futures, empirical results find that the movements of any of two are inter...
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| Format: | Others |
| Language: | en_US |
| Published: |
2009
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| Online Access: | http://ndltd.ncl.edu.tw/handle/50189318072961202547 |