Disposition Effect in Taiwan Futures Markets A Study from Brokers' Perspective

碩士 === 國立政治大學 === 金融研究所 === 103 === Using a unique intraday dataset from Taiwan futures markets, this paper calculates the disposition effect to investigate the heterogeneity of trading behaviors among four types of investors: individuals, domestic institutions, proprietaries, and foreigners. The re...

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Bibliographic Details
Main Authors: Chen, Ying Han, 陳英翰
Other Authors: Lin, Ching Ting
Format: Others
Language:en_US
Online Access:http://ndltd.ncl.edu.tw/handle/99925715681002149662