Impact of Single Stock Futures on the Volatility of Underlying Taiwan Stocks

碩士 === 國立高雄第一科技大學 === 風險管理與保險研究所 === 104 === This thesis investigates how the impact of the introduction of single stock futures (SSFs) on the volatility of the underlying stocks. The selected samples are stocks listed on the Taiwan Stock Exchange (TWSE), with its trading volume ranked within top 30...

Full description

Bibliographic Details
Main Authors: Yu-Han Hong, 洪語涵
Other Authors: Min-Sun Horng
Format: Others
Language:zh-TW
Published: 2016
Online Access:http://ndltd.ncl.edu.tw/handle/14037313222554502770