On the Index Futures, Trading Volume, and Technical Analysis--A Market Microstructure Approach
博士 === 國立臺灣大學 === 國際企業學研究所 === 95 === Chapter 3 discusses the informational role of the prices of futures and index futures. We find that the introduction of both futures and index futures improve market efficiency because their prices reveals some information which is not contained in the stock pri...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2007
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| Online Access: | http://ndltd.ncl.edu.tw/handle/81847661596809034536 |