An Empirical Study of Price Clustering in the Taiwan Stock Index Futrues Contract on the Taifex
碩士 === 國立高雄第一科技大學 === 金融營運所 === 94 === ABSTRACT This paper provides the evidence of price clustering for the Taiwan stock index options contract traded on the Taiwan Futures Exchange (TAIFEX) by using intraday quoted and traded prices. The results show that last digits of quoted and traded prices ar...
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2006
|
| Online Access: | http://ndltd.ncl.edu.tw/handle/45540147521712090011 |