The Dynamics of Individual and Institutional Trading in the TAIEX Futures Markets.
Mei-Chen LinPublished in: Int. J. Electron. Bus. Manag. (2010)
Keyphrases
- financial markets
- stock index
- stock exchange
- trading systems
- stock market
- market data
- stock price
- trading strategies
- electronic commerce
- dow jones
- portfolio selection
- risk management
- internal and external
- futures market
- financial time series
- financial data
- electronic markets
- spot market
- short term
- non stationary
- transaction costs
- electricity markets
- association rules