Market Transparency and Pricing Efficiency: Evidence from the TAIEX Futures and Options
碩士 === 世新大學 === 財務金融學研究所(含碩專班) === 97 === This study examines the impact of the market transparency on the pricing efficiency of TAIEX Futures and Options. The put-call-futures parity condition are used to identify mispricing between TAIEX Futures options, ex-post pricing efficiency and ex-ante arbi...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2009
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| Online Access: | http://ndltd.ncl.edu.tw/handle/94085345186983150951 |