A Study of Intermarket Trading Return for the Mismatch of Maturity
碩士 === 靜宜大學 === 企業管理研究所 === 93 === The research hopes to understand whether the contract maturity of TAIFEX （Taiwan Stock Index Futures） and MSCI Taiwan Stock Index Futures exist the expiration effect. The empirical result are find: In the maturity of TAIFEX, the expiration effect could exist in the...
| 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/m3g255 |