The Settlement Procedure and Expiration-Day Effects
碩士 === 國立中央大學 === 財務金融研究所 === 93 === In November 2001, in order to reduce abnormal stock price movement when index futures are settled, the Taiwan Futures Exchange (TAIFEX) changed the settlement procedure of the stock index futures from each component stock's opening price on the final settlem...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2005
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| Online Access: | http://ndltd.ncl.edu.tw/handle/27906122457877906985 |