The Study of Causality Relationship between Single Stock Futures and Underlying Stocks
碩士 === 國立臺北大學 === 國際財務金融碩士在職專班 === 101 === This study collects and analyzes 584 trading historical data from Taiwan Futures Exchange, since 18 June, 2010 to 17, October, 2012. Top eight companies by market value in Taiwan are firstly chosen as the candidates of this research. Three of them, TSMC, Ho...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2013
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| Online Access: | http://ndltd.ncl.edu.tw/handle/47507411784289892228 |