The Impact of Trading Rules on the Price Discovery betweenFutures and Spot Market: Evidence from Taiwan

碩士 === 中國文化大學 === 財務金融學系 === 102 === The purpose of this paper is to investigate the impact of implementing SPAN system and reducing trading taxes of futures on price discovery between spot and futures markets in Taiwan. The research data is obtained from TEJ and the research period starts from Ja...

Full description

Bibliographic Details
Main Authors: Huang, Yi-Ju, 黃怡儒
Other Authors: Hung, Jui-Cheng
Format: Others
Language:zh-TW
Published: 2014
Online Access:http://ndltd.ncl.edu.tw/handle/98422558339067714392