Price Impacts on Unexpected Day-Trading: Evidence of TAIFEX Futures
碩士 === 國立高雄第一科技大學 === 財務管理研究所 === 100 === This thesis investigates the effect on unexpected impulse of day-trading, open interest and trading volume to volatility and related asymmetric effects in Taiwan Stock Exchange Capitalization Weighted Stock Index Futures (TAIEX). We use EGARCH models to exam...
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2012
|
| Online Access: | http://ndltd.ncl.edu.tw/handle/81860812241279929916 |