Study on Lead-Lag Relationship between Stock Index and Stock Index Future around Macroeconomic Information Announcement ─ Intraday
碩士 === 東吳大學 === 會計學系 === 89 === Abstract This study examines the intraday price dynamic relationship between Taiwan Stock Exchange Capitalization Weighted Stock Index (TAIEX) and relative futures, Taiwan Stock Exchange Electronic Sector Index and relative futures, Taiwan Stock Exchange Ba...
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2001
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| Online Access: | http://ndltd.ncl.edu.tw/handle/85147002396597524930 |