The Impact of Single Stock Futures on the Underlying Stocks – Evidence from the Taiwan Securities Market
碩士 === 國立臺北大學 === 企業管理學系 === 100 === Single stock futures is a derivative financial product, and it began from 1982. According to the statistics by the Futures Industry Association, we can see that trading volume of single stock futures grew fast in 2011. Taiwan began trading single stock futures on...
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2012
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| Online Access: | http://ndltd.ncl.edu.tw/handle/78246239224294175446 |
| Summary: | 碩士 === 國立臺北大學 === 企業管理學系 === 100 === Single stock futures is a derivative financial product, and it began from 1982. According to the statistics by the Futures Industry Association, we can see that trading volume of single stock futures grew fast in 2011. Taiwan began trading single stock futures on January 25, 2010. Until the end of 2011, there have been 236 single stock futures to trade. We expect that single stock futures will become one of the main commodity in Taiwan in the future. We concern the effect of single stock futures’ introducing, so we observe the interaction between single stock futures and its underlying stocks.
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