Trading at a Basis to an Index (BTIC & TACO)
AccordingtotheKyle(1985)modelofinformedtrading,informationintradesizeislikelytoeffectapermanentpriceimpact.,Today'sTokyoTopixIndexpriceswithlatestTokyoTopixIndexcharts,newsandTokyoTopixIndexfuturesquotes.,TOPIX(JPY)Futures-Quotes·EquityTotalCostA...。參考影片的文章的如下: