The Volatility and Information Content of End-of-the-Day on Stock Price Index Futures for TAIFEX
碩士 === 國立臺灣科技大學 === 管理研究所企業管理學程 === 88 === The Taiwan Index Futures is chosen for this study to test whether the futures price in the end-of-the-day period reflects the private information revealed by informed traders. The purpose of this study attempts to investigate the intraday patterns of volati...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2000
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| Online Access: | http://ndltd.ncl.edu.tw/handle/12890636385709854758 |