The Study of Taiwan Index Futures’ Intraday Trading Patternand the Lead-lag Relationship between Price and Volume

碩士 === 國立臺灣科技大學 === 企業管理系 === 90 === The purpose of this study is to investigate the intraday patterns of Taiwan Stock Index Futures (TX), Electronic Index Futures (TE), Financial Index Futures (TF) and Small Stock Index Futures (MTX). In addition, it attempts to examine the price-volume relationshi...

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Bibliographic Details
Main Authors: CHUN YI CHEN, 陳群怡
Other Authors: 張琬喻
Format: Others
Language:en_US
Published: 2002
Online Access:http://ndltd.ncl.edu.tw/handle/62507011347442120653