The Arbitrage between Electronic Stocks of Taiwan Stock Market Taiwan 50 Index and Taiwan Stock Market Electronic Stock Price Sub-Index Futures Contract.

碩士 === 樹德科技大學 === 金融與風險管理所 === 96 === This study is to probe the arbitrage behaviors of the futures and spot market sub-index of electronic stocks in Taiwan 50 indexes. The periods of this study is from January 2, 1996 to December 31, 1997. The methodology of this study is through the theory of the...

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Bibliographic Details
Main Authors: Jian-Hung.Lin, 林建宏
Other Authors: Dr.Shih-Jen Liao
Format: Others
Language:zh-TW
Published: 2008
Online Access:http://ndltd.ncl.edu.tw/handle/21597861657995676833