Empirical Research of Trading Volume, Open Interest and Price Volatility Impact on NT Dollar Gold Futures Returns and Variability
碩士 === 靜宜大學 === 財務與計算數學系 === 103 === This study investigates the effects of the open interest, trading volume and price volatility on NT Dollar Gold Futures (TGF) returns and variability. Data include daily closing prices, trading volumes and open interests from January 28, 2008 to December 31,2013....
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2015
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| Online Access: | http://ndltd.ncl.edu.tw/handle/61963351686613513108 |