Expiration-Day Effects on Taiwan Stock Index Futures :An Empirical Analysis of Price Manipulation of Foreign Institutional Investors in the Pre-Period and the Post-Period about Settlement Rule Changes
碩士 === 靜宜大學 === 財務金融學系 === 99 === This study examines the pre-period and the post-period of settlement rule changes at 2008.11.21 on Taiwan stock index futures, to research not only expiration-day effects but also price manipulation of foreign institutional investors. The data was used in this study...
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2011
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| Online Access: | http://ndltd.ncl.edu.tw/handle/67196254651195433405 |