Asymmetric Volume-Return Relation in Future Market with Taiwan Case
碩士 === 淡江大學 === 財務金融學系碩士在職專班 === 99 === This study demonstrates that intraday volume and return on stock index and index future in Taiwan exhibit an asymmetric volume-return relationship characterized by significantly larger volume associated with negative returns than with non-negative returns. The...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2011
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| Online Access: | http://ndltd.ncl.edu.tw/handle/58381374156341483245 |