The Relationship between Index Futures Returns and Net Positions of Open Interest of Traders
碩士 === 國立高雄第一科技大學 === 金融研究所 === 101 === This paper is based on data of various types of futures contracts (TAIEX Futures, electronic Futures, financial Futures) from July 1st, 2007 to June 30th, 2012. It investigates the relationship between returns depending on the type of investors (foreign invest...
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2013
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| Online Access: | http://ndltd.ncl.edu.tw/handle/38714708025810201034 |