The Influence of Profitability and Trading Volume of Day Traders on Index Futures Return and Volatility
碩士 === 國立成功大學 === 財務金融研究所 === 105 === In this thesis, we only consider day traders, and use a unique dataset from TAIFEX to examine how well individuals and foreign institutions predict index futures returns and which type of investors cause more dramatic volatility of the index futures market in th...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2017
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| Online Access: | http://ndltd.ncl.edu.tw/handle/ncgz8j |