The Influences of Institutional Investors’ Transaction Amounts of Futures, Options and Stock on the Returns and Volatility of Taiwan Weighted Stock Price Index
碩士 === 南華大學 === 財務金融學系財務管理碩士班 === 106 === This study investigates the influences of the transaction amount of stocks, futures, and options of institutional investors on the returns and volatility of Taiwan weighted stock price index. The data sample period is from July 2007 to December 2017. The stu...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2018
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| Online Access: | http://ndltd.ncl.edu.tw/handle/qdhx85 |