Autor:	Hsin-Yi Ma, 馬欣怡
Druh dokumentu:	學位論文 ; thesis
Popis:	100 This study uses the open interests and trading volumes of TXO to compute the Put/Call ratios, then the Put/Call ratios are used to construct several sentiment indicators to represent the state of Taiwan stock market. These sentiment indicators are then used to guide the trading of stock index futures. Our findings indicate that the sentiment indicators based on open interests are superior than those based on trading volumes. Among the sentiment indicators based on open interests, the top 10 block trades’ open interests are most valuable.
Databáze:	Networked Digital Library of Theses & Dissertations
Externí odkaz:	http://ndltd.ncl.edu.tw/handle/75542879344714507063 Zobrazit plný text záznamu