The impact of exempting the short selling price restriction of Taiwan 50 index constituents on price discovery of index-related products.
碩士 === 國立臺灣科技大學 === 財務金融研究所 === 96 === The paper investigates the influence of price discovery among Taiwan Stock Exchange Capitalization Weighted Stock Index futures(TXF), TSEC Taiwan 50 index(T50Index) and Taiwan Top50 Tracker Fund(T50ETF) after exempting the short selling price restriction of Tai...
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2008
|
| Online Access: | http://ndltd.ncl.edu.tw/handle/70319032787811380750 |