Price and Volume strategy of TAIEX futures market
碩士 === 國立中央大學 === 財務金融學系碩士在職專班 === 100 === This study investigates the relation of price and volume in TAIEX futures market and find the trading strategy based on it. Using the high frequency data of TAIEX futures from January 2005 through December 2010, we first investigate the abnormal returns of...
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2012
|
| Online Access: | http://ndltd.ncl.edu.tw/handle/73808806971469545869 |