MarketMicrostructureofStockIndexFutures

碩士 === 國立政治大學 === 國際貿易研究所 === 91 === This paper investigates the market microstructure of the Taiwan Stock Exchange Capitalization weighted Stock Index (TX) futures contracts traded on the Taiwan Futures Exchange which quite recently switched from an electronic periodic call auction market to an ele...

Full description

Bibliographic Details
Main Authors: Yen, Chun-Huang, 顏君晃
Other Authors: Kuo, Wei-yu
Format: Others
Language:en_US
Published: 1931
Online Access:http://ndltd.ncl.edu.tw/handle/46684140186212515773