The Impacts of Trading Activity on Price Discovery in Taiwan Stock and Futures Markets
碩士 === 淡江大學 === 財務金融學系碩士班 === 103 === This study focuses on price discovery of futures trading activities in Taiwan stock and futures markets. We use（volume/open interest） as the proxy variable for speculative trading and investigates their dynamic relationships by MIS. Volume and open interest ar...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2015
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| Online Access: | http://ndltd.ncl.edu.tw/handle/35623998592803029964 |