Using Taiwan Stock-Index Futures Basis to Test the Performance of Spreads Strategies in the Taiwan 50 ETF
碩士 === 逢甲大學 === 經營管理碩士在職專班 === 98 === The study is based on Taiwan Stock Index Futures Spreads change as the object, application the rule of up buys and down sells under different operating strategy of transactions for Taiwan 50 ETF, to examine investors could get a positive excess return, and verif...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2010
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| Online Access: | http://ndltd.ncl.edu.tw/handle/97430642224785847334 |