| DC 欄位 |
值 |
語言 |
| DC.contributor | 財務金融學系 | zh_TW |
| DC.creator | 方裕翔 | zh_TW |
| DC.creator | Fang Yu Hsiang | en_US |
| dc.date.accessioned | 2017-7-5T07:39:07Z | |
| dc.date.available | 2017-7-5T07:39:07Z | |
| dc.date.issued | 2017 | |
| dc.identifier.uri | http://ir.lib.ncu.edu.tw:444/thesis/view_etd.asp?URN=104428006 | |
| dc.contributor.department | 財務金融學系 | zh_TW |
| DC.description | 國立中央大學 | zh_TW |
| DC.description | National Central University | en_US |
| dc.description.abstract | 期貨未平倉量對現貨報酬具有影響力，機構投資人能夠正確地影響同期的現貨報酬，然而散戶卻是錯誤地影響當期現貨報酬;僅外資之為平倉量對現貨報酬具有預測力，同時，散戶之未平倉量亦是錯誤地預測現貨報酬。 | zh_TW |
| dc.description.abstract | Futures open interest are found to have impact on contemporary spot return. Institutional investors correctly affect underlying asset return while individual investors wrongly affect underlying asset return. Open interest of foreign investors have predictability on underlying asset return compare to other investors. | en_US |
| DC.subject | 期貨未平倉量 | zh_TW |
| DC.subject | 報酬 | zh_TW |
| DC.subject | 波動度 | zh_TW |
| DC.subject | 投資人類別 | zh_TW |
| DC.subject | 價格發現 | zh_TW |
| DC.subject | Futures Open Interest | en_US |
| DC.subject | Return | en_US |
| DC.subject | Volatility | en_US |
| DC.subject | Investor Type | en_US |
| DC.subject | Price Discovery | en_US |
| DC.title | 期貨未平倉量如何預測現貨報酬和波動度? | zh_TW |
| dc.language.iso | zh-TW | zh-TW |
| DC.title | How Does Futures Open Interest Predict Spot Return and Volatility? | en_US |
| DC.type | 博碩士論文 | zh_TW |
| DC.type | thesis | en_US |
| DC.publisher | National Central University | en_US |