The impact of the Introduction of the TSEC Taiwan 50 Index Futures on the Volatility of Component Stocks
碩士 === 國立高雄第一科技大學 === 財務管理所 === 93 === This study employs the GJR-M model to examine the impact of the introduction of the TSEC Taiwan 50 index futures on the conditional volatility of its component stocks. We investigate the impact of the conditional volatility of component stocks in short-term (wi...
| 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/08848753830950899492 |