A Futures Trading Strategy of the Net Buy/Sell of Three Institutional Investors

碩士 === 國立臺灣大學 === 會計與管理決策組 === 107 === This thesis investigates whether the open interest of three institutional investors and put/call ratio options can predict TAIEX trends, set put and call strategy which could allow investors who can bear certain risks and can invest sustainably gain abnormal re...

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Bibliographic Details
Main Authors: You-Li Cheng, 程友力
Other Authors: 柯承恩
Format: Others
Language:zh-TW
Published: 2019
Online Access:http://ndltd.ncl.edu.tw/handle/bym57d