Expiration-Day Effects and Settlement Procedures ofMSCI Taiwan Index Future: The Impact on Stock Market
碩士 === 國立臺灣大學 === 財務金融學研究所 === 101 === This thesis investigates the expiration-day effects of MSCI Taiwan Stock Index Futures traded on SGX, and examines whether there are abnormal phenomena on expiration days. The sample period is selected from July 2006 to December 2011, including 66 months. T...
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2013
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| Online Access: | http://ndltd.ncl.edu.tw/handle/47854649919448475726 |