Maturity Effects, Day-Of-The-Week Effects, and Lead-LagRelations of Signed Options and Futures Volume
碩士 === 國立中正大學 === 財務金融所 === 94 === Abstract This paper is intended as an investigation of price impacts of signed options and futures volume with transactions data for options and futures on the FTSE 100 index. The price impacts of signed options and futures volume are investigated under three class...
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| Format: | Others |
| Language: | en_US |
| Online Access: | http://ndltd.ncl.edu.tw/handle/11295388610330236274 |