The Relationship between Frequent Trading and Cost to Trade in Futures Market
碩士 === 淡江大學 === 財務金融學系碩士班 === 104 === This thesis investigates the correlations between frequent trading and cost to trade of futures market. By applying Carrion(2013)’s theory to Taiwan Weighted Stock Index Futures, and defining Frequent Trader by huge volume and short holding periods and classifyi...
| 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/92194025366513368017 |