TAIWAN INDEX FUTURES SPREAD TRADING STRATEGIES IN A SHORTTERM- A COINTERGRATION APPROACH

碩士 === 國立臺北大學 === 國際財務金融碩士在職專班 === 101 === trading improved, the volume of high frequency trading will be expected much higher. As the regulation become loose, the trading volume of domestic and foreign institutional investors will increase more than anticipation. The volume of hedgers change by the...

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Bibliographic Details
Main Authors: TSAI, MING-HSIANG, 蔡明祥
Other Authors: 林靖
Format: Others
Language:zh-TW
Published: 2013
Online Access:http://ndltd.ncl.edu.tw/handle/05896033767662240190