Price discovery in Mini Taiwan stock index futures
碩士 === 淡江大學 === 財務金融學系 === 90 === This dissertation demonstrates the price discovery of the Mini Taiwan stock index futures (MTX). It evaluates that ability compared to Taiwan stock index futures (TX) and Taiwan stock index (TS). The research covers totally 48,870 minute-to-minute transactions, dati...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2002
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| Online Access: | http://ndltd.ncl.edu.tw/handle/42046012033052716818 |