Intraday Return Dynamics Between Spot and Futures Markets under Different Market Conditions – Threshold Trading Strategy
碩士 === 國立中山大學 === 財務管理學系研究所 === 102 === The aim of this study is to examine the lead-lag effect between the futures and spot markets in the Taiwan financial market and three types of major indexes, over the period 2007 to 2012, using intraday data. We use different aspects to discuss the causes of l...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2014
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| Online Access: | http://ndltd.ncl.edu.tw/handle/uwxjzj |