The Relationship between Expiration-day Effect and Trading Behavior：Evidence from TAIFEX
碩士 === 淡江大學 === 財務金融學系碩士班 === 98 === The objective of this paper is to find out how the futures market is affected by the traders’ behavior. We not only investigate whether the institutional traders’ activities and open interests are the main factors causing expiration-day effect of index future...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2010
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| Online Access: | http://ndltd.ncl.edu.tw/handle/53206837398531998874 |