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...
Main Authors: | , |
---|---|
Other Authors: | |
Format: | Others |
Language: | en_US |
Published: |
2012
|
Online Access: | http://ndltd.ncl.edu.tw/handle/02625848604216925697 |