The Analysis of Discretionary Account from Program Trading
碩士 === 國立高雄第一科技大學 === 金融研究所 === 101 === This paper investigates into whether futures commission merchants’ discretionary account operation will perform better with program trading. We take intra-day data from 34 futures commission merchants and 1,395 discretionary accounts from January 2000 to Decem...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2013
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| Online Access: | http://ndltd.ncl.edu.tw/handle/12505784939315689029 |