Price Discovery in Taiwan Index Futures Exchange Market
碩士 === 國立虎尾科技大學 === 經營管理研究所 === 100 === This study investigates the price discovery between futures and spot markets, and investigates the reasons market leading the spot market, which one have the batter price discovery ability. This study period is from January 2008 to December 2010, 751 trade day...
| 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/qac677 |