The effect of the prior day's closing return volatility to overnight return
碩士 === 國立東華大學 === 國際企業學系 === 98 === none
Main Authors: | Ya-Chi Jan, 詹雅琪 |
---|---|
Other Authors: | Yu-Shu Peng |
Format: | Others |
Language: | zh-TW |
Published: |
2010
|
Online Access: | http://ndltd.ncl.edu.tw/handle/75122988350624019582 |
Similar Items
-
The Prior Day’s Closing Price and Overnight Return : The Cases of Taiwan Small Capitalization Stocks
by: Chun-ju Lin, et al.
Published: (2011) -
Study of Overnight Return:Application in Return Anomalies
by: Yen, Pei-Chi, et al.
Published: (2017) -
HAR Volatility and Co-Volatility Forecasting - The Importance of Overnight Returns, (Co)Jumps, and Asymmetric Effect Information
by: Tsung-Ju Tsai, et al.
Published: (2015) -
An investigation of magnet effect via overnight returns: the Malaysian case
by: Imtiaz Sifat, et al.
Published: (2018-11-01) -
The Relationship Between Overnight Returns and Future Stock Prices
by: Xiang, Yang, et al.
Published: (2019)