Information Transmission, Price Discovery, Market Integrationin in the Taiwan Stock Index and Stock Index Futures.
碩士 === 嶺東科技大學 === 財務金融研究所 === 94 === ABSTRACT This study used the Co-Integration Test to determine the linkage relationship between Taiwan stock index futures and spots. The data were based on the weighted index on per minute interval provided by Taiwan Stock Exchange and the first selling price...
| 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/41478461523647057284 |