The Effect of Positions by Type of Trader onVolatility in Foreign Options Futures Markets
碩士 === 東海大學 === 財務金融學系 === 100 === In this paper, we investigate the effect of open interests by type of trader on return volatility in five foreign currency futures options markets, and also examine information for different traders. We use Commitments of Traders (COT) data to establish the total o...
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2012
|
| Online Access: | http://ndltd.ncl.edu.tw/handle/17645835040487518245 |