Basis rate, arbitrage rules, and stock characteristics: For Example of SIMEX MSCI Taiwan and TAIFEX
碩士 === 淡江大學 === 國際貿易學系國際企業學碩士班 === 93 === With the prosperity of stock investment, futures contract is getting more important and has already become a trend on international financial markets. If investors hope to obtain gains of arbitrage from futures contract, they must understand implicit informa...
| Main Authors: | , |
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2005
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| Online Access: | http://ndltd.ncl.edu.tw/handle/80946217370211544008 |