Price Discovery in Taiwan Stock Index Derivatives Markets
碩士 === 長庚大學 === 企業管理研究所 === 92 === The purpose of this study is to examine the lead-lag relationship among stock index, index futures and index options markets in Taiwan. High-frequency intraday data of the three markets described above are collected, transformed into rates of return and then analyz...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2004
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| Online Access: | http://ndltd.ncl.edu.tw/handle/55455794684908510223 |