## Abstract This study examines the competition in price discovery among stock index, index futures, and index options in Taiwan. The priceโdiscovery ability of the Taiwan Top 50 Tracker Fund, an exchangeโtraded fund based on the Taiwan 50 index is examined. The authors find that, after the minimum
Price discovery in the U.S. stock and stock options markets: A portfolio approach
โ Scribed by Richard Holowczak; Yusif E. Simaan; Liuren Wu
- Publisher
- Springer US
- Year
- 2007
- Tongue
- English
- Weight
- 402 KB
- Volume
- 9
- Category
- Article
- ISSN
- 1380-6645
No coin nor oath required. For personal study only.
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