The Nonlinear Study of Smooth Transition on the Effect of Three Institutional Investors'' Futures and Options Trading Activities on Taiwan Stock Return

碩士 === 淡江大學 === 財務金融學系碩士班 === 101 === The main idea of this thesis is to analyze major institution investors’ open interest in Taiwan futures and option market. We use net open interests as analysis tool for futures and net amount of contracts as analysis tools for option. We examined whether the po...

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Bibliographic Details
Main Authors: Li-Yu Liu, 劉力瑜
Other Authors: Chien-Chung Nieh
Format: Others
Language:zh-TW
Published: 2013
Online Access:http://ndltd.ncl.edu.tw/handle/39804892539697399167