The Intraday Effect of the Extension of Trading Hours for Taiwanese Securities
碩士 === 國立中央大學 === 財務金融研究所 === 92 === This paper examines the intraday variation in the trading volume, return volatility, and bid-ask spread for a sample of 429 stocks traded on the Taiwan Stock Exchange during 2000 and 2001. Our purpose is to nd the e ect of the extension of trading hours on Janua...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2004
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| Online Access: | http://ndltd.ncl.edu.tw/handle/31010384044880915484 |