The information content of order imbalance - Evidence from TAIEX option and futures markets
碩士 === 東海大學 === 財務金融學系 === 105 === This research investigates whether order imbalances in the TAIEX index market, TAIEX futures market, and TAIEX option market predict subsequent price movements of the TAIEX index, and explores whether informed trading or hedging trading of market makers drives this...
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2017
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| Online Access: | http://ndltd.ncl.edu.tw/handle/4aqur6 |