Does the phenomenon of Intraday price reversals exist in the futures market? Evidence from MSCI Taiwan Stock Index Futures and Nikkei 225 Index Futures on SGX-DT
碩士 === 國立高雄第一科技大學 === 金融營運系碩士班 === 89 === This study uses the MSCI Taiwan Stock Index Futures and Nikkei 225 Index Futures of SGX-DT as the research targets, and the research data for this study are collected between 01/01/1998 and 12/31/1999. Besides, on the basis of the high-speed intrday transact...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2001
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| Online Access: | http://ndltd.ncl.edu.tw/handle/91420553271795454093 |