How Does Futures Open Interest Predict Spot Return and Volatility?
碩士 === 國立中央大學 === 財務金融學系 === 105 === Futures open interest are found to have impact on contemporary spot return. Institutional investors correctly affect underlying asset return while individual investors wrongly affect underlying asset return. Open interest of foreign investors have predictability...
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| Format: | Others |
| Language: | en_US |
| Published: |
2017
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| Online Access: | http://ndltd.ncl.edu.tw/handle/74136613840738246355 |