An Empirical Study of the Weekday Information from the Price-Volume Relation in the Taipei Foreign Exchange Market

碩士 === 國立高雄第一科技大學 === 金融研究所 === 99 === This paper explores the information content of weekdays in the foreign exchange market by investigating the day-of-the-week effect on the price-volume relation of foreign exchange rate. The data set covers the daily closing price and trading volume of U.S. doll...

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Bibliographic Details
Main Authors: Yao-Hua Hsu, 徐耀華
Other Authors: Horace Chueh
Format: Others
Language:zh-TW
Published: 2011
Online Access:http://ndltd.ncl.edu.tw/handle/42398647703698731339