End-of-the-day Effect: The study of Volatility and Volume of Taiwan Stock Exchange
碩士 === 靜宜大學 === 會計學系研究所 === 89 === The purpose of this paper is to examine whether the day-end volatility and volume rise (End-of-the-Day Effect) is related to the existence of day traders and speculators. The rise of volatility, trading volume, return and price at the closing hour of a day has been...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2002
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| Online Access: | http://ndltd.ncl.edu.tw/handle/e299v8 |