The Impacts of Final Settlement Price Changes on the Expiration-Day Effects ─ The Case of Taiwan Stock Index Futures
碩士 === 國立臺灣大學 === 財務金融學研究所 === 101 === This research aims to analyze the impacts of the two most recent changes on settings of final settlement price of Taiwan Stock Index Futures (TX), traded on Taiwan Futures Exchange (TAIFEX). The first change was launched on 21th Nov. 2008 on which the final set...
| 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/65046407235665031027 |