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...

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Bibliographic Details
Main Authors: Ming-I Liao, 廖名毅
Other Authors: Lee-Chuan Chang
Format: Others
Language:zh-TW
Published: 2011
Online Access:http://ndltd.ncl.edu.tw/handle/6ka7yf