A Study of Overnight Effect Mining on Taiwan Futures Market
碩士 === 國立交通大學 === 資訊管理研究所 === 92 === The term, overnight effect, originates from the restriction on trading hours. The influences to stock prices such as fundamental factors and macroeconomic factors are all continuous. However, due to restriction on trading hours, the generation function of stock p...
Main Authors: | , |
---|---|
Other Authors: | |
Format: | Others |
Language: | en_US |
Published: |
2004
|
Online Access: | http://ndltd.ncl.edu.tw/handle/32887354388012952765 |