THE INFORMATION CONTENT ABOUT THE BASIS BETWEEN TAIWAN STOCK INDEX FUTURES AND TAIWAN WEIGHTED STOCK INDEX

碩士 === 南華大學 === 財務金融學系財務管理碩士班 === 100 ===   Based on the futures price discovery function,we want to understand the relationship of the market information of futures and its future trends. This study selects the Taiwan Weighted Stock Index Futufres as a sample. We organize the directional variables...

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Bibliographic Details
Main Authors: Tien-cyuan Guo, 郭天全
Other Authors: Tzung-min Pai
Format: Others
Language:zh-TW
Published: 2012
Online Access:http://ndltd.ncl.edu.tw/handle/83908122439938875638

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