The Study of Relationship between Single Stock Futures and Underlying Stocks
碩士 === 元智大學 === 管理碩士在職專班 === 104 === Based on the 232 stock futures issued by Futures Exchange as of December 31, 2015, this study selects top twenty companies by market values of the spot stocks. This research uses the causality test, impulse response analysis, and forecast error variance decomp...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2016
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| Online Access: | http://ndltd.ncl.edu.tw/handle/22500870743175300956 |