Determination of stock closing prices and hedging performance with stock indices futures
Year of publication: |
2009
|
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Authors: | Lee, Hsiu-chuan ; Chien, Cheng-yi ; Liao, Tzu-hsiang |
Published in: |
Accounting and finance : journal of the Accounting Association of Australia and New Zealand. - Richmond, Vic. : Wiley-Blackwell, ISSN 0810-5391, ZDB-ID 852471-3. - Vol. 49.2009, 4, p. 827-847
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Subject: | Index-Futures | Index futures | Börsenkurs | Share price | Volatilität | Volatility | Hedging | Effizienzmarkthypothese | Efficient market hypothesis | Taiwan | 2001-2003 |
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