The Impacts of Day-Trading on TAIFEX Futures Prices

碩士 === 國立高雄第一科技大學 === 財務管理研究所 === 100 === We examine futures'' day-trading activities of Taiwan Stock Exchange Capitalization Weighted Stock Index Futures (TAIEX). Day-trading accounting for over 18 percent of total volume from January 5, 2009 to October 30, 2009. We use minute-by...

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Bibliographic Details
Main Authors: Ying-Sheng Wen, 溫英勝
Other Authors: Ming-Hsien Chen
Format: Others
Language:en_US
Published: 2012
Online Access:http://ndltd.ncl.edu.tw/handle/02625848604216925697