Taiwan Stock Index Futures’ Volatility, Basis and Three Major Institutional Investors
碩士 === 國立虎尾科技大學 === 財務金融系碩士班 === 108 === This study analyzes the relationship between the open interest of major institutional investors (i.e. Foreign Institution Investors, Investment Trusts, and Dealers) respectively with the volatility and basis of the Taiwan stock index futures. Volatility is me...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2019
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| Online Access: | http://ndltd.ncl.edu.tw/handle/ve8d57 |