The Effect of Decimalization of U.S. Stock Market on the Pricing Error of Index Futures
碩士 === 國立交通大學 === 管理科學系所 === 92 === This paper examines the impact of the decimalization policy of stock market on January 29, 2001 on the mispricing of E-mini S&P 500 index futures and E-mini Nasdaq 100 index futures. It also probes into the factor influencing the mispricing of index futures. O...
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2004
|
| Online Access: | http://ndltd.ncl.edu.tw/handle/rsn4h6 |