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...
Main Authors: | , |
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Other Authors: | |
Format: | Others |
Language: | zh-TW |
Published: |
2019
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Online Access: | http://ndltd.ncl.edu.tw/handle/bym57d |