Trading Strategy and Trading Performance using the Information of Open Interest
碩士 === 國立高雄第一科技大學 === 財務管理所 === 94 === ABSTRACT This article examines whether the investors can make use of the net position of large traders of the TAIFEX index futures to predict the index movements. The empirical results show that a positive correlation between prices and positions held by non-sp...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2006
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| Online Access: | http://ndltd.ncl.edu.tw/handle/10587877311886514914 |