Impact of Single Stock Futures Trading on Stock Market Volatility -The Case of Taiwan Futures Market
碩士 === 國立臺北大學 === 國際企業研究所 === 101 === The purpose of this study is to examine the impact of single stock futures on the volatility of the underlying stocks using high frequency proprietary data. A GARCH model is applied to capture volatility and examine the impact of single stock futures introductio...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2013
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| Online Access: | http://ndltd.ncl.edu.tw/handle/57178106060132470527 |