The Price Discovery Between Stocks and Single Stock Futures:Evidences from Taiwan
碩士 === 國立高雄第一科技大學 === 風險管理與保險研究所 === 99 === This study investigates the price discovery role between stocks and single stock futures on Taiwan market. We apply UnitRoot test、cointegration test and Error correction model to examine the lead-lag relationships between stocks and single stock futures of...
| 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/78475058914880092176 |