The influence of 2008 financial crisis on the arbitrage opportunities of Taifex
碩士 === 明新科技大學 === 企業管理研究所 === 98 === Abstract This study investigates the market efficiency of Taifex during the period of 2008 financial crisis. Based on the put-call-futures parity, we analyze the arbitrage opportunities and profits between the future and option markets by both ex post and ex an...
Main Authors: | YU,WAN-JU, 余宛儒 |
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Other Authors: | LING,SHU-YING |
Format: | Others |
Language: | zh-TW |
Published: |
2010
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Online Access: | http://ndltd.ncl.edu.tw/handle/23184528367208471155 |
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