Stock Index Futures Arbitrage In Taiwan
碩士 === 國立臺灣大學 === 商學研究所 === 85 === This study uses intraday transaction data of SIMEX MSCI Taiwan Index futures to examine the relation between the cash and futures market. Under several arbitrage strategies, we investigate the frequency, persistence, and...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
1997
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| Online Access: | http://ndltd.ncl.edu.tw/handle/39774531092678482984 |