A study of the influence of market efficiency after the shift of trading system of Taiwan stock index futures
碩士 === 國立高雄第一科技大學 === 財務管理所 === 92 === The purpose of this study is to examine the performance of Taiwan stock index futures on SGX-DT and TAIFEX. The study uses three criteria---volatility, efficiency and liquidity to evaluate market performance. Liquidity measures include effective bid-ask sprea...
| 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/14605823924327084412 |