Tax Arbitrage of Stock Futures
碩士 === 國立臺灣大學 === 財務金融學研究所 === 106 === Since stock futures became available in Taiwan, some researchers start to focus on using them as arbitrage instruments. The arbitrage strategies generally follow the same pattern—buying futures and selling stocks prior to the ex-dividend date, then buying back...
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2017
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| Online Access: | http://ndltd.ncl.edu.tw/handle/rsw654 |