The Impact and Association of Major Institutional Traders Net Buy/Sell, Open Interest, and Put/Call Ratio on TAIEX and TX Returns
碩士 === 國立屏東大學 === 財務金融學系碩士班 === 107 === This study selects eight trading information variables from spot, futures and option markets. We discuss the interactive relationship among the eight variables, TAIEX and TX returns. The research period is from Jan. 1, 2009 to Dec. 31, 2018. The research met...
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2019
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| Online Access: | http://ndltd.ncl.edu.tw/handle/snd9bd |