The application of stealth trading for trading strategies in Electronic Sector index futures and Financial Sector index futures
碩士 === 國立成功大學 === 財務金融研究所 === 98 === This study utilizes the information shown in insider trading to develop a profitable trading strategy for day traders. Stealth-trading hypothesis suggests that informed investors prefer trading when the liquidity trading is concentrated. Then it applies the phe...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2010
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| Online Access: | http://ndltd.ncl.edu.tw/handle/94427752670770559360 |