Empirical Study on Lead-Lag Relationship between Spot Index and Futuures Price
碩士 === 國立高雄第一科技大學 === 金融營運所 === 91 === The purpose of this research is to discuss the relationship between the futures market and the spot market and try to evaluate whether the futures has the ability of price discovery. We collected the daily closing price as well as the spot price through 1999 to...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2003
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| Online Access: | http://ndltd.ncl.edu.tw/handle/46805345733785888954 |