Asymmetric Effects of Open Interest and Trading Volume on TAIFEX Return and Volatility
碩士 === 國立高雄第一科技大學 === 財務管理所 === 98 === This study investigates the asymmetric effects of open interest and trading volume on TAIFEX return and volatility. Data including daily closing prices, trading volumes and open interests from July 21, 1998 to December 31, 2009 were gathered. In order to explor...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2010
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| Online Access: | http://ndltd.ncl.edu.tw/handle/44464075641281767121 |