融券賣空對台指期貨與現貨領先落後關係之影響

碩士 === 國立高雄第一科技大學 === 金融系碩士班金融組 === 104 === Restrictions and prohibitions on short selling reduce market efficiency. This thesis uses the error correction model to examine whether the change in short-sales regimes has any effect on the lead-lag relationship between the TAIFEX index futures and its u...

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Bibliographic Details
Main Authors: Pao-Ching Tseng, 曾寶慶
Other Authors: Jan-Chung Wang
Format: Others
Language:zh-TW
Published: 2016
Online Access:http://ndltd.ncl.edu.tw/handle/78272010211695467856