A Research of Expiration Effect of SGX MSCI Taiwan Stock Index Futures
碩士 === 義守大學 === 管理研究所碩士班 === 94 === MSCI Taiwan is the first index future in Taiwan. This study focus on expiration effect exists in MSCI Taiwan or not. Future contracts will expire at the expiration month. Are these contracts accompany with the expiration effect at the last trade day or they hap...
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2006
|
| Online Access: | http://ndltd.ncl.edu.tw/handle/19196629782671790834 |