The Impact of Short Sales Restrictions on The Pricing of Stock Index Futures and Index Arbitrage
碩士 === 國立高雄第一科技大學 === 金融營運所 === 94 === Abstract This thesis employs ex-post test, ex-ante test, and regression analysis to examine how changes in short sales restrictions affect pricing of stock index futures and index arbitrage. The empirical tests are conducted over two district regulatory regimes...
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2006
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| Online Access: | http://ndltd.ncl.edu.tw/handle/20964482509158319865 |