The Efficiency Analysis of TAIFEX Single Stock Futures
碩士 === 國立中正大學 === 財務金融系研究所 === 107 === This paper examines the efficiency of Taiwan’s single stock futures (SSFs) by pricing. We use the spread of the best bid-ask quotes of SSFs in compared with the counterparts of its underlying stock. It is found that only 48% of SSFs spreads are lower than o...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2019
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| Online Access: | http://ndltd.ncl.edu.tw/handle/6938j6 |