Expiration-Day Effects and Market Efficiency
碩士 === 淡江大學 === 財務金融學系碩士班 === 98 === We examine expiration-day effects of Taiwan Futures Exchange’s (TAIFEX) futures, including TX, TF and TE. And compare the difference between the market efficiency on the expiration day and the other days. To investigate whether the three index futures in the TAIF...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2010
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| Online Access: | http://ndltd.ncl.edu.tw/handle/29019140094375906673 |