A STUDY ON THE IMPACT OF DIFFERENCE IN TRADING HOURS BETWEEN TAIWAN STOCK INDEX AND INDEX FUTURES
碩士 === 南華大學 === 財務管理研究所 === 94 === In Taiwan, futures market opens earlier and closes later than spot market, and futures market leads spot market. The purpose of this research is to investigate whether the difference in trading hours contain useful information about spot returns and the lead-lag...
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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/00867092250876597091 |