台灣股票期貨上巿對標的股票價格波動之研究-分量迴歸之應用

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 price volatility of the underlying stocks was impacted by the market value, stock price to revenue ratio, stock price to net worth ratio and stock turnover ratio after the introduction of single stock futures (SSF). The se...

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Bibliographic Details
Main Authors: Jia-bin Huang, 黃嘉斌
Other Authors: Min-Sun Horng
Format: Others
Language:zh-TW
Published: 2016
Online Access:http://ndltd.ncl.edu.tw/handle/pe2b7q