Trading Activities of TAIFEX Futures in Last Call Auction of TWSE
碩士 === 國立高雄第一科技大學 === 財務管理研究所 === 100 === The thesis investigates the price behaviors of Taiwan Stock Indexfutures around the 10 minutes timestamp, 5 minutes before and after the closed index, which are determined by a call auction. The volatility and trading volumes before the closing time of spot...
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| Format: | Others |
| Language: | en_US |
| Published: |
2012
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| Online Access: | http://ndltd.ncl.edu.tw/handle/68765563702149132710 |