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...
Main Authors: | Hsueh-kai Hua, 華學凱 |
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Other Authors: | Chia-cheng Ho |
Format: | Others |
Language: | zh-TW |
Online Access: | http://ndltd.ncl.edu.tw/handle/76621392523505653814 |
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