The Predictability of Futures and Options Trading on Stock Market Return
碩士 === 淡江大學 === 財務金融學系碩士班 === 100 === n this paper, we apply the method of Chang, Hsieh and Wang (2010) to investigate the information content of Delta to examine the market timing and the predictive power of different types of traders in the TAIEX futures and options markets on stock market return....
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2012
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| Online Access: | http://ndltd.ncl.edu.tw/handle/99074267848363240264 |