The Analysis of the Efficiency of the Spot Market and the Future Market for the Electronics and the Banking
碩士 === 國立臺灣大學 === 經濟學研究所 === 95 === This essay is combined the Market Index Model and Event Study to analysis the change of cumulative abnormal return for the Electronics and Banking spot index and future index and observe if existing an-y kind of the relationship (such as complementary effect or su...
Main Authors: | Chih-Liang Wu, 吳智良 |
---|---|
Other Authors: | Der-Tzon Hsieh |
Format: | Others |
Language: | zh-TW |
Published: |
2007
|
Online Access: | http://ndltd.ncl.edu.tw/handle/25435043436609376499 |
Similar Items
-
The Analysis of Interaction of the Spot Market and the Future Market for the Taiwan Stock Exchange Electronic and Financial Sector Indexes.
by: Huang Chih-Yung, et al.
Published: (2008) -
The Connection of Taiwan 50 / Electronical / Financial Futures Market and Spot Market
by: HUNG CHERNG HUNG, et al.
Published: (2004) -
Does the Futures Market Really Improve the Efficiency of Spot Market? -- Evidence for the Stock Futures
by: Shiu, Dan-Ling, et al.
Published: (2011) -
The effects of stock indes futures on the spot market
by: Pei-Yu Wu, et al.
Published: (2000) -
The Effect of Future market Transaction Tax Rate on the Volatility and Efficiency of Spot Markets
by: Hui-Ju Chen, et al.
Published: (2010)