The Influences on the Spot's Rate of Return and Volatility Caused by the Large Futures Trader's Open Interest of Taiex Futures
碩士 === 南華大學 === 財務金融學系財務管理碩士班 === 106 === This study explores the impacts of Taiwan's futures market information on its rate of spot return and its volatility. The research object is the Taiwan weighted stock price index futures. The sample is from the TEJ (Taiwan Economic Journal) and the...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2018
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| Online Access: | http://ndltd.ncl.edu.tw/handle/jgyfb2 |