Chip Analysis from Intraday Data: A Case Study of TWSE Index Futures
碩士 === 國立雲林科技大學 === 財務金融系 === 106 === The study uses intraday order and trade data of Taiwan Stock Price Index Futures. Exploring the correlation between the order imbalance and the index futures prices, and the correlation between the commissioned materials and the index futures prices. Our empiric...
| 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/u2uzd9 |