The Relationship between Futures and Index Returns,Spread,Open Interest,and Order – An Example of TAIEX
碩士 === 國立成功大學 === 財務金融研究所 === 100 === This study aims to investigate the relationship between the returns of TAIEX futures, the TAIEX futures and spots spreads, changes of the TAIEX futures open interest of three institutional investors, and sum of buying and selling orders by TAIEX futures. The dai...
| Main Authors: | , |
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2012
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| Online Access: | http://ndltd.ncl.edu.tw/handle/06251222388143885257 |