Price Expectation and Futures Pricing:Evidence from the Finance Sector Index Futures and Single Stock Futures
碩士 === 國立高雄科技大學 === 金融系 === 107 === This thesis uses the TWIFEX (Taiwan Futures Exchange) finance sector index futures and single stock futures to compare the pricing performance of the cost of carry and the price expectation models. Additionally, this thesis also compares (1) the difference in pric...
| 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/93d9gd |