The Expiration-Day Effects of MSCI Taiwan Stock Index Futures Traded at SIMEX on Stock Market
碩士 === 國立高雄第一科技大學 === 金融營運系碩士班 === 87 === The 「Black Monday」, stock market crash of October 1987 prompted a focus on the large fluctuations in stock prices and increases in trading volume that sometimes occur immediately before the expiration day or triple-witching hour. In Taiwan, as MSC...
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| Format: | Others |
| Language: | zh-TW |
| Published: |
1999
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| Online Access: | http://ndltd.ncl.edu.tw/handle/72571033488739635075 |