An Empirical Analysis of Arbitrage among Taiwan Stock Index and Its Derivatives Markets
碩士 === 輔仁大學 === 金融研究所 === 94 === This research utilizes the intra-day data from January 2nd 2005 through December 31st 2005 to analyze the arbitrage opportunities and profits among the Taiwan stock index futures, options, and Taiwan Exchange Traded Fund (ETF) markets and the market efficiency. The...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2006
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| Online Access: | http://ndltd.ncl.edu.tw/handle/12975038277702039054 |