The Study of Trade Size Clustering by Index Futures of TAIFEX
碩士 === 國立彰化師範大學 === 財務金融技術學系 === 106 === The study is to test whether there is significant trade size clustering in Taiwan Futures Market, and to analyze the correlations between trade size clustering and it’s determinates by Futures intraday data. The study finds that there is a significant trade s...
| Main Author: | |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2018
|
| Online Access: | http://ndltd.ncl.edu.tw/handle/ut3245 |