The Impact of Volumes on Stock Index Futures Price and Arbitrage Performance－Empirical Evidence from TAIFEX
碩士 === 長庚大學 === 企業管理研究所 === 89 === This study uses daily data to examine the impact of conditional volatility for trading volumes on stock index futures price, where traded at the Taiwan Stock Index Futures Exchange. Three alternative measures of trading volumes (spot market, futures market, and op...
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| Format: | Others |
| Language: | zh-TW |
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2001
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| Online Access: | http://ndltd.ncl.edu.tw/handle/35666416061374182307 |