High Frequency Trading Price Discovery between Taiwan Stock Index Futures and Mini Taiwan Stock Index Futures
碩士 === 輔仁大學 === 金融與國際企業學系金融碩士在職專班 === 104 === This paper investigates the lead-lag relationship between Taiwan stock index futures and mini Taiwan stock index futures. The contribution of the study is to segment the high frequency trading data as three parts of periods and six time range (includ...
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2016
|
| Online Access: | http://ndltd.ncl.edu.tw/handle/44374003050583175692 |