The information content of Taiwan index futures and options order imbalance
碩士 === 國立臺北商業技術學院 === 財務金融研究所 === 99 === When informed traders have the information of the future movement of price, may choose futures or options market that has high leverage to earn higher income. More informed traders who have same information trade the same way. The imbalance will appear. Does...
| Main Authors: | , |
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2011
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| Online Access: | http://ndltd.ncl.edu.tw/handle/66101828174611680458 |