The Impact of the Shanghai-Hong Kong Stock Connect on the Market Efficiency from CSI300 Index Futures

碩士 === 靜宜大學 === 財務金融學系 === 106 === Futures contracts with functions such as hedging, speculation, arbitrage and price discovery, in which the stock index futures contract also has the price discovery on the stock index spot.The Shanghai-Hong Kong Stock Connect started on November 17, 2014 which mark...

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Bibliographic Details
Main Authors: PENG, XIAO-SHAN, 彭瀟姍
Other Authors: WU,E-CHING
Format: Others
Language:zh-TW
Published: 2018
Online Access:http://ndltd.ncl.edu.tw/handle/cjzkhh