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...

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Bibliographic Details
Main Authors: Pei-Chen Lee, 李佩真
Other Authors: An-Pin Chen
Format: Others
Language:en_US
Published: 2004
Online Access:http://ndltd.ncl.edu.tw/handle/32887354388012952765