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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Other Authors: | |
Format: | Others |
Language: | en_US |
Online Access: | http://ndltd.ncl.edu.tw/handle/99925715681002149662 |