Investment Strategies of Futures after the Relevant Open Interest: The Cases of the Taiwan Stock Index Futures and the MSCI Taiwan Stock Index Futures
碩士 === 世新大學 === 財務金融學研究所(含碩專班) === 104 === This study investigates whether utilizing data on net open interest of foreign investors, of dealers, and of investment trust could earn extra positive rate of return on Taiwan Stock Index Futures and MSCI Taiwan Stock Index Futures investment. I use dail...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2016
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| Online Access: | http://ndltd.ncl.edu.tw/handle/8hkm2t |