The Impact of Extending Trading Hours on Returns and Volatility─An Example of Taiwan Security Market and Futures Market
碩士 === 南華大學 === 財務管理研究所 === 91 === This study mainly focuses on the impact of extending trading hours on the return and volatility of stocks and futures. The daily price data dated from 2000/1-2001/12 of stock indexes and index futures were obtained from TSEC and TAIFEX. The main research results...
| Main Authors: | , |
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2003
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| Online Access: | http://ndltd.ncl.edu.tw/handle/82675328243864734320 |