Study on the Performance of Spread Trading forTaiwan Stock Index Weekly Option
碩士 === 淡江大學 === 財務金融學系碩士在職專班 === 101 === This article investigates the trading volume effect of Taiwan stock index weekly option which is issued by Taiwan Futures Exchange on November 14, 2012. Further explores the best timing and performances of eight strategies, including the long a call , long a...
| 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/39532799617460494435 |