Price Discovery Process in the Preopening Period-A Comparison of Spot, Futures and Options in Taiwan
碩士 === 國立交通大學 === 財務金融研究所 === 100 === The purpose of this paper is to observe the price discovery process in the preopening period among Spot, Futures, and Option markets. The sample period is between 3rd.Jan.2007 to 30th.Jun.2008, with totally 266 trading days. The intraday data frequency is ev...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2012
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| Online Access: | http://ndltd.ncl.edu.tw/handle/12638767402244366423 |