How the Last Call Auction of Underlying Stock Market Affects the Price Behaviors of Continuous Trading Index Futures
碩士 === 國立高雄第一科技大學 === 財務管理研究所 === 102 === By using the equality test and panel regression, we study the effects of around the last five minutes call auction of underlying stock market on price behaviors of continuous trading TAIFEX index futures. First, continuous trading enables a better reaction t...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2014
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| Online Access: | http://ndltd.ncl.edu.tw/handle/71914987507090843763 |