A Model of Index Futures Manipulation with TAIEX Futures
碩士 === 國立中央大學 === 財務金融研究所 === 93 === The spot markets are often reported to be very volatile in the final settlement day or expiration day of the futures. The volatility is mostly due to manipulation. To examine the ways in which large traders make profit by manipulation, this article establishes th...
| 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/77166896792834136260 |