An influence of single stock futures that first time listed on the underlying stock price - Evidence from the Taiwan securities market
碩士 === 淡江大學 === 財務金融學系碩士在職專班 === 104 === The period of this study is from January 25, 2010 to December 31, 2014, with the stocks of 290 companies whose stock futures were listed on the Taiwan Futures Exchange for the first time as the research sample. The study uses the event study method to explore...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2016
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| Online Access: | http://ndltd.ncl.edu.tw/handle/37820794326101757519 |