Dynamic Linkages between the Net Positions of Traders and Futures Returns
碩士 === 國立高雄第一科技大學 === 財務管理所 === 94 === Abstract The study investigates whether the investors can make use of net position of large trader to predict the index movement and analyzes what kinds of traders will affect the volatility of futures prices. In order to improve the transparency of market info...
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2006
|
| Online Access: | http://ndltd.ncl.edu.tw/handle/91810700445072963202 |