An Investigation into Seasonality in the Taiwan Spot US Dollar Market
碩士 === 淡江大學 === 金融研究所 === 83 === This study decomposes the daily returns in two parts: nontra- ding period returns and trading period returns, join trading vol- ume, and use these types to undertake further investigation of the Weekend Effect , the Jan...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
1995
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| Online Access: | http://ndltd.ncl.edu.tw/handle/14421682176345674439 |