A Study on the Taiwan Stock Market Overreaction to the Overnight Performance of the U.S. Stock Market
碩士 === 中國文化大學 === 財務金融學系 === 101 === This paper investigates the overreaction of Taiwan futures market to the over-night performance of the U.S market using the daily and intraday prices of the fu-tures index and its derivatives from 2005 to 2012, analyzed by one-samples t-test. Empirical results sh...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2013
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| Online Access: | http://ndltd.ncl.edu.tw/handle/64346093469156184637 |