CLUSTERING IN THE FUTURES MARKETS: EVIDENCE FROM TAIWAN STOCK EXCHANGE CAPITALIZATION WEIGHTED STOCK INDEX FUTURES
碩士 === 國立中正大學 === 財務金融所 === 95 === Theoretical research suggests that in the absence of market friction and bias, transaction prices should be uniformly distributed across all possible pricing grids （Niederhoffer, 1965；De Grauwe and Decupere, 1992). However, empirical evidence refutes this uniform d...
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| Format: | Others |
| Language: | zh-TW |
| Online Access: | http://ndltd.ncl.edu.tw/handle/76621392523505653814 |