Taiwan Futures Market Price Discovery Process-the Case of Taiwan Stock Index Futures and Mini Index Futures
碩士 === 國立中央大學 === 財務金融研究所 === 99 === Two futures contracts which have the same underlying asset do not have the simultaneous price reactions toward new information due to the differences in trader composition, contract specification, trading cost, and so on. The leading contract can reflect the new...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2011
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| Online Access: | http://ndltd.ncl.edu.tw/handle/26591607925965010853 |