Price Clustering and Trading Performance of Index Future Traders—Evidence from Taiwan Futures Contracts

碩士 === 國立臺灣科技大學 === 財務金融研究所 === 103 === According to the past researches, such as in Ball et al. (1985) for gold market; Harris for NYSE;Aitken et al. (1996) in ASX, and Hameed and Terry (1998) in SES. In addtion to examine whether the price clustering exists in Taiwan Index Futures of Taiwan Future...

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Bibliographic Details
Main Authors: Yi-Hsuan Lu, 呂依璇
Other Authors: Chun-nan Chen
Format: Others
Language:zh-TW
Published: 2015
Online Access:http://ndltd.ncl.edu.tw/handle/90324172918850729063