淡江大學機構典藏:Item 987654321/113691
English  |  正體中文  |  简体中文  |  全文筆數/總筆數 : 62830/95882 (66%)
造訪人次 : 4040600      線上人數 : 1035
RC Version 7.0 © Powered By DSPACE, MIT. Enhanced by NTU Library & TKU Library IR team.
搜尋範圍 查詢小技巧：
  • 您可在西文檢索詞彙前後加上"雙引號"，以獲取較精準的檢索結果
  • 若欲以作者姓名搜尋，建議至進階搜尋限定作者欄位，可獲得較完整資料
    •  進階搜尋


    請使用永久網址來引用或連結此文件: https://tkuir.lib.tku.edu.tw/dspace/handle/987654321/113691


    題名: Do Implicit Phenomena Matter? Evidence from China Stock Index Futures
    作者: Yensen NI;Min-Yuh Day;Paoyu Huang;Yuhsin Chen
    日期: 2018-07-02
    上傳時間: 2018-06-14 12:10:40 (UTC+8)
    摘要: The CSI 300 Futures (CSI300F) index rises (falls) implicitly in five consecutive minutes; this rise (fall) is defined as the implicit rising (falling) phenomena in this study. Owing to big data concerns, we explore whether investors would profit when the implicit rising (falling) phenomena occur, which exist in practice but remain unexplored in the literature. In this study, we reveal that implicit rising (falling) phenomena might trigger the rise (fall) of the CSI300F index, which is rather impressive for investors, thereby implying that momentum strategies are appropriate for trading the CSI300F as the implicit phenomena occurs. We suspect that implicit phenomena are likely to be the manipulation trace of investors with market force and even insiders. Thus, we argue for investors to consider the results when trading index futures.
    關聯: The Journal of Alternative Investments 21(1) ,79-91.
    DOI: 10.3905/jai.2018.1.062
    顯示於類別:[管理科學學系暨研究所] 期刊論文

    文件中的檔案:

    檔案 描述 大小格式瀏覽次數
    Do Implicit Phenomena Matter Evidence from China Stock Index Futures.pdf2433KbAdobe PDF1檢視/開啟
    index.html0KbHTML273檢視/開啟

    在機構典藏中所有的資料項目都受到原著作權保護.

    TAIR相關文章

    DSpace Software Copyright © 2002-2004  MIT &  Hewlett-Packard  /   Enhanced by   NTU Library & TKU Library IR teams. Copyright ©   - 回饋