Effects of Traders’ Aggressiveness on Mispricing in Futures Market
碩士 === 淡江大學 === 財務金融學系碩士班 === 101 === This research uses high frequency intraday data to investigate how investors’ aggressiveness can affect mispricing in Taiwan Futures market by using Put-Call Futures Parity proposed by Tucker(1991). Firstly, in order to analyze the effects of traders’ aggressive...
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2013
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| Online Access: | http://ndltd.ncl.edu.tw/handle/67266356422880184927 |