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...

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Bibliographic Details
Main Authors: Hsuan-hung Chen, 陳宣宏
Other Authors: CHING-FU CHEN
Format: Others
Published: 2003
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