A Study of the Pricing Efficiency of TAIEX Index Options by Using TAIEX Index and TAIEX Index Futures
碩士 === 國立虎尾科技大學 === 經營管理研究所 === 99 === Looking at the past research of TAIEX index options, we find that almost all ignore the estimation of cash dividends; however, the proportion of cash dividends per year of listed companies has gradually increased, almost reaching 90% in recent years. This situa...
Main Authors: | , |
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Other Authors: | |
Format: | Others |
Language: | zh-TW |
Published: |
2011
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Online Access: | http://ndltd.ncl.edu.tw/handle/6ka7yf |