Using the Futures Basis to Examine the Weak Market Efficiency in Taiwanese Single Stock Futures
碩士 === 國立高雄第一科技大學 === 風險管理與保險研究所 === 102 === The paper uses the futures basis as the reference associated with filter rules to examine the weak form market efficiency in Taiwan stock market. The observation period is set from1^st Jan. 2011 to&;#12310; 31&;#12311;^st Dec. 2013. There are tot...
| 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/59428625953678152954 |