The Impacts of Arbitrage Strategy on Price Discovery in Spot and Futures markets：The Case of Taiwan
碩士 === 淡江大學 === 管理科學學系碩士班 === 104 === As the stock and futures prices are deviated from long-run equilibrium relations, there might have arbitrage opportunities between the stock and futures markets. This study use the daily closing price of the Taiwan stock and futures for study samples from July 2...
| 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/bcqb2u |