Price clustering in index futures: Evidence from Taiwan stock index futures contracts and MSCI Taiwan stock index futures contracts
碩士 === 國立中正大學 === 財務金融所 === 96 === This paper provides the evidence of price clustering for the Taiwan stock index futures contract（TX）traded on the Taiwan Futures Exchange（TAIFEX）, and the MSCI Taiwan stock index futures contract（STW）on the Singapore Exchange Derivatives Trading Limited（SGX-DT）by u...
| 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/00232105884011956496 |