A Study on the Settlement Effects of Returns of Taiwan Stock Index Futures
碩士 === 東海大學 === 財務金融學系碩士在職專班 === 100 === There exists a universal phenomenon in the spot and future market that abnormal return and turnover would emerge at the delivery time of the forward contracts due to the fact that the latter are settled in cash. This study tends to investigate whether this ph...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2012
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| Online Access: | http://ndltd.ncl.edu.tw/handle/47565053034400989343 |