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...
Main Authors: | , |
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Other Authors: | |
Format: | Others |
Language: | zh-TW |
Published: |
2015
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Online Access: | http://ndltd.ncl.edu.tw/handle/90324172918850729063 |