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| Journal of Futures and
Options Volume 19 Number1 |
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|---|---|---|
| 封面 Cover | ||
| 封面 Cover | ||
| 編輯手札 Editor's Notes | ||
| 編輯手札 Editor's Notes | ||
| 目錄 Contents | ||
| 目錄 Contents | ||
| 基於價格全距之價差估計-以時間序列CARR模型改善價差小於0的發生機率<br>Correcting for Negative Values in Range-Based Spread Estimator – A Conditional Auto-Regressive Range (CARR) Approach | ||
| 基於價格全距之價差估計-以時間序列CARR模型改善價差小於0的發生機率<br>Correcting for Negative Values in Range-Based Spread Estimator – A Conditional Auto-Regressive Range (CARR) Approach | < 朱奎翰Quei-Han Chu<br>周雨田Ray Yeutien Chou<br>許哲維Che-Wei Hsu<br>蔡秉真Ping Chen Tsai | |
| 運用長文本BERT情感分析探討ESG事件對台灣股市的影響<br>Investigating the Impact of ESG Events on Taiwan's Stock Market Using Long-Text BERT Sentiment Analysis | ||
| < 廖志峰<br>Chih-Feng Liao | ||
| 高頻交易股票報酬之錯誤定價、交易策略及報酬可預測性<br>Mispricing, Trading Strategies, and the Return Predictability in the High-Frequency Stock Returns | ||
| 高頻交易股票報酬之錯誤定價、交易策略及報酬可預測性<br>Mispricing, Trading Strategies, and the Return Predictability in the High-Frequency Stock Returns | < 黃麟翔Lin-Hsiang Huang<br>林盈課Anchor Y. Lin<br>葉宗穎Chung-Ying Yeh | |
