The Effect of Single Stock Futures Listing on the Return and Volatility of the Underlying Stocks
碩士 === 國立屏東商業技術學院 === 財務金融系(所) === 101 === This study used the underlying stocks of 229 single stock futures which were listed in the Taiwan Futures Exchange (TAIFEX) for empirical tests. First, we used the event study method to investigate the impact of the single stock futures listing on the price...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2013
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| Online Access: | http://ndltd.ncl.edu.tw/handle/63063644464162457369 |