Informed Trading in Futures and Options on Futures Markets:Evidence from Chicago Mercantile Exchange
碩士 === 國立暨南國際大學 === 國際企業學系 === 93 === This thesis analyzes the intraday interdependence of the change of price for currency futures and currency futures option traded in CME for the whole year of 1997. We also divide the whole year data into 3-month data, 6-month data, and 9-month data to see whethe...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2005
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| Online Access: | http://ndltd.ncl.edu.tw/handle/95784673477320161150 |