Mispricing, Volatility, Volume and Open Interest：Evidence from Taiwan Single Stock Futures
碩士 === 國立交通大學 === 管理學院財務金融學程 === 100 === This study examines the relation between the mispricing, volatility, volume and open interest of Taiwan Single-stock futures (SSFs) using vector autoregressive model (VAR). The Granger causality test shows that only one significant causality relationship is f...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2012
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| Online Access: | http://ndltd.ncl.edu.tw/handle/73633621998095289682 |