The Inter-Market Research of Taiwan Exchange Capitalization Weighted Stock Index Futures in TAIMEX and SIMEX
碩士 === 國立臺灣大學 === 財務金融學研究所 === 87 === Few people had taken research on the relationship or comparison of SIMEX and TAIMEX stock index futures, let alone intra-day data. So this thesis takes research on the intraday data, and the subjects include: （1） The intraday patterns of average retur...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
1999
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| Online Access: | http://ndltd.ncl.edu.tw/handle/72555616042475296402 |