An Empirical Study of the Influencing Factors of Price Discovery Abilities of Futures: Evidence from Taiwan Stock Index Futures and Mini Index Futures
碩士 === 國立臺灣大學 === 國際企業學研究所 === 103 === This research applies Hasbrouck''s information share model (1995) and the multiple regression model to discuss the influencing factors of price discovery abilities of futures, based on Wang, Chang, and Lee (2013). Using the data from Taiwan St...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2015
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| Online Access: | http://ndltd.ncl.edu.tw/handle/7qn3xf |