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: | Jung-yu Lin, 林榮裕 |
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Other Authors: | Kuang-hua Hsu |
Format: | Others |
Language: | zh-TW |
Published: |
2005
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Online Access: | http://ndltd.ncl.edu.tw/handle/z9dxyr |
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