Trading Behavior in Taiwan FX Market: Trading Pattern and the Impact of Macroeconomic News
碩士 === 國立成功大學 === 國際企業研究所碩博士班 === 94 === This paper characterizes the intraday volatility, volume and bid-ask spread in Taiwan foreign exchange (FX) market based on 15-min sample of NTD/USD exchange rates from January 1, 2004 to March 25, 2005. In the research based on high-frequency data, literatur...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2006
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| Online Access: | http://ndltd.ncl.edu.tw/handle/65112772910399937428 |