The Relationships among Day Trading , Volatility , Liquidity and Efficiency in Taiwan Futures Markets
碩士 === 淡江大學 === 財務金融學系碩士班 === 101 === In this study, the data of Taiwan Futures Exchange (TAIFEX) dated from 2008/1/2 to 2009/9/30, main TAIEX futures, small TAIEX futures, electronic futures and financial futures are the main research samples. Using Vector Autoregression to explore the relationship...
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2013
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| Online Access: | http://ndltd.ncl.edu.tw/handle/63793595652016290140 |