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Relationships between Stock Price Volatility and Futures Volume in Taiwan
期數：第16卷 - 第1期
作者 / YU-MIN WANG 單位名稱 / Professor, Graduate Institute of Business Administration, National Chiayi.
作者 / SU-LIEN LU 單位名稱 / Assistant Professor, Department of Finance, National United University.
作者 / VHIA-MING YANG 單位名稱 / Doctoral Student, Department and Graduate Institute of Finance, National Yunlin University of Science and Technology.
摘要 / The purpose of this paper is to examine the relationship between stock price and futures volume. This paper contributes to previous studies of price-volume relationship and the determinants of futur...
futures volume，stock price，volatility