Expiration-Day Effect of SGX MSCI Taiwan Index Futures: Arbitrage or Manipulation?
碩士 === 國立高雄第一科技大學 === 風險管理與保險所 === 98 === This paper investigates the fact that causes expiration-day effect in Taiwan stock market when SGX MSCI Taiwan Index Futures expired. According to the examination, there is an abnormal phenomenon for the stock volumes and the price volatilities in the last f...
| 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/07994341244097640722 |