The Influence of Price Limits to Volatility and Return:Evidence from Weighted Stock, Finance, Electronic Index Futures
碩士 === 亞洲大學 === 財務金融學系碩士班 === 98 === This paper examines the price limits to the influence of the Taiwan Futures. In view of volatility spillover hypothesis, delayed price discovery hypothesis, trading interference hypothesis, magnet effect hypothesis, to conduct an empirical study from these four h...
| 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/38852507309285929669 |