The Efficiency of Taiwan Index Option Market－On the Basis of Trading Strategy of Taiwan ETF and Index option
碩士 === 國立成功大學 === 會計學系碩博士班 === 95 === In this paper we use the first Exchanged Traded Fund（ETF）product in Taiwan －「Taiwan Top50 Tracker Fund」 to substitute the Taiwan Stock Exchange Capitalization Weighted Stock Index（TAIEX）. So we can slove the problems such as huge trading cost and lower liquidity...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2007
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| Online Access: | http://ndltd.ncl.edu.tw/handle/49872298097559415438 |