The Study on the Expiration Effect Factors of TAIFEX and SIMEX MSCI Taiwan Stock Index Futures
碩士 === 朝陽科技大學 === 財務金融系碩士班 === 93 === The Futures contract is restrained by its expiration days and spot settlements are made on the expiration days. As a result, when it comes to near the expiration days, both the spot market and futures market will show abnormal on rate of returns, trading volume...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2005
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| Online Access: | http://ndltd.ncl.edu.tw/handle/z9dxyr |