A Study of Spread Arbitrage Efficiency of Dual Listing in 5mins-quotes
碩士 === 逢甲大學 === 經營管理碩士在職專班 === 96 === This study tried to find profit of stock index futures for dual listing in 5mins-quotes between TAIFEX and SIMEX. The sample period extended from 3 December 2007 to 14 December 2007. The model was based on the interest rate parity. We test the market efficiency...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2008
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| Online Access: | http://ndltd.ncl.edu.tw/handle/96702572882489758607 |