The Price Discovery of the Difference in Returns between SIMEX and TAIEX Futures
碩士 === 逢甲大學 === 財稅所 === 97 === This thesis demonstrates the price discovery of the SIMEX futures, TAIEX futures and Taiwan stock index. Daily data of these series are collected from September 1, 1998 to December 9, 2008. Furthermore, these data are differentiated between the bull and the bear trends...
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2009
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| Online Access: | http://ndltd.ncl.edu.tw/handle/58545742022010291738 |