Threshold Relationship between Stock Index and Stock Index Futures─ Evidence from Taiwan and the U.S.
碩士 === 淡江大學 === 財務金融學系碩士班 === 100 === Abstract： Previous studies have examined the relationship between futures and spots, most expected futures reflect new information faster than spots. Look on the domestic trading system, futures reveal the latest transaction price much faster than spots. In a...
| Main Authors: | , |
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2012
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| Online Access: | http://ndltd.ncl.edu.tw/handle/arzj6h |