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: | Ying-hao Chen, 陳英豪 |
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Other Authors: | Wei-Peng Chen |
Format: | Others |
Language: | zh-TW |
Published: |
2009
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Online Access: | http://ndltd.ncl.edu.tw/handle/94085345186983150951 |
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