A study on futures expiration day effects for Taiwan stock market-Evidences from TAIFEX and SIMEX MSCI Taiwan Stock Index Futures

碩士 === 實踐大學 === 財務金融與保險研究所 === 96 === Due to the ratio of Foreign Institute Investor (FINI) takes part in Taiwan Stock Index Futures Contact is getting higher, the Taiwan Stock Index Futures and Stock Index are becoming more significant relevantly. Recently, Foreign Investors have been taking SIMEX...

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Bibliographic Details
Main Authors: Shuan, Chen, 陳瑄
Other Authors: Ming-Guan, Huang
Format: Others
Language:zh-TW
Published: 2008
Online Access:http://ndltd.ncl.edu.tw/handle/81840187902603994564