The Relationship among Institutional Investors’ Buy-Sell Imbalance in Taiwan Futures Markets, Stock Markets and Stock Index Futures Trend
碩士 === 高苑科技大學 === 經營管理研究所 === 102 === The study examined how institutional investors’ buy-sell imbalance in Taiwan futures markets and stock markets are correlated with and impacting the futures market trends. The sample period extends from 2011 to 2013, and a total 743 daily data sets were collecte...
Main Authors: | LING- HUA LU, 呂鈴華 |
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Other Authors: | 張維碩 |
Format: | Others |
Language: | zh-TW |
Published: |
2014
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Online Access: | http://ndltd.ncl.edu.tw/handle/93342024254923007530 |
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