The Information in Taiwan Index Option and Futures Volume for Future Taiwan Index
碩士 === 國立屏東科技大學 === 財務金融研究所 === 99 === In this study, we investigate the information links between the volume of option and futures and the stock returns. The data consist of intraday records of trading volume activity for TAIFEX listed TAIEX options and futures from the beginning of January 2005 th...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2011
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| Online Access: | http://ndltd.ncl.edu.tw/handle/91642224220764425708 |