The Information Content About the Basis and Open Interest of MSCI Taiwan Index Futures
碩士 === 南華大學 === 財務金融學系財務管理碩士班 === 102 === Price discovery of futures comes from future spot prices which were proposed by market participants through trading. So, the function of price discovery is affected by the quantities and attributes of participants. This research constructs directional vari...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2014
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| Online Access: | http://ndltd.ncl.edu.tw/handle/62966238489341612353 |