THE ABNORMAL RETURN AND VOLATILITY ASYMMETRIC BEFOREEXPIRATION IN TAIWAN SINGLE-STOCK FUTURES
碩士 === 國立臺北大學 === 企業管理學系 === 101 === Global futures and other derivatives market has bloomed in recent years. Single stock futures is another golden cow of equity derivatives since the index futures established in 1982. Single stock futures have reached scale since the U.S congress imposed Commodity...
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2013
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| Online Access: | http://ndltd.ncl.edu.tw/handle/79469805224705107024 |