Applying Options Market Sentiment Indicators to Futures Market in Taiwan

碩士 === 南台科技大學 === 財務金融系 === 101 ===   This paper investigates the market sentiment indicators of Taiwan and Taiwan Index Futures from January 4, 2010 to April 30, 2013, and distinguishes the bull/bear market during the research period for analysis. The stock market data of Taiwan are used to constr...

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Bibliographic Details
Main Authors: Mei-hua Lin, 林媺樺
Other Authors: Yueh-chung Chu
Format: Others
Language:zh-TW
Published: 2013
Online Access:http://ndltd.ncl.edu.tw/handle/12690824306709912002