現貨市場交易制度改革對期貨市場外溢效果之研究-以TAIFEX為例

碩士 === 國立政治大學 === 財務管理研究所 === 91 === Abstract The Taiwan Stock Exchange adopted four main trading mechanisms. (elimination of the two up/down tick, intra-day volatility interruption, 5-min closing call auction, and disclosure of the best five bid/ask price and volume) This paper investigates the s...

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Bibliographic Details
Main Authors: Wan, Janet H., 萬幸真
Other Authors: Lee Jie-Haun
Format: Others
Language:zh-TW
Published: 2003
Online Access:http://ndltd.ncl.edu.tw/handle/44741281367768507672