Three essays on the trading imbalance issues in the futures markets
博士 === 國立中正大學 === 財務金融所 === 96 === This thesis explores trading imbalance issues in futures markets. There are three independent essays in this thesis. In the first essay, we use intraday Japanese futures transaction data to examine several important hypotheses about the relation between price cha...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2007
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| Online Access: | http://ndltd.ncl.edu.tw/handle/79397743654769501260 |