The Impacts of scheduled Information Announcement on Price Discovery in Taiwan Stock and Futures Markets
碩士 === 國立臺北大學 === 經濟學系 === 103 === This thesis investigates the price discovery between the underlying spot and futures for the scheduled information announcement. Then employs the unit root test, Johansen co-integration test, vector error correction model and Hasbrouck’s (1995) information share mo...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2015
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| Online Access: | http://ndltd.ncl.edu.tw/handle/95048854853737131201 |