The Information Transmission of Options and Futures
碩士 === 淡江大學 === 財務金融學系碩士班 === 103 === Order imbalance variable is often used to predict the price of the underlying asset.Hu(2014 ) propose a standardized measure of the option and stock order imbalance variable.Find option trading convey stock price information. The purpose of this study is to exam...
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2015
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| Online Access: | http://ndltd.ncl.edu.tw/handle/27835573179763088806 |