The Study of Arbitrage in the Financial market:Cases in TSE Index, Index Futures and Index Options

碩士 === 長庚大學 === 企業管理研究所 === 95 === This paper proposes intraday data to conduct an empirical study on the analysis of arbitrage practicability among Index Futures, Index Options, and TSE Index in the financial market from August 1, 2005 to December 30, 2005. We adopt the Exchange Trade Fund (ETF) a...

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Bibliographic Details
Main Authors: Chang Chun-Hsien, 張君賢
Other Authors: 棗厥庸
Format: Others
Language:zh-TW
Published: 2007
Online Access:http://ndltd.ncl.edu.tw/handle/30508984387886930970