Day-Trading Activity on Volatility and Liquidity: High Frequency Evidence in Taiwan Futures Market
碩士 === 國立高雄第一科技大學 === 財務管理研究所 === 102 === When trader buying and selling all position within the same day, we called that ”Day-Trading”, day-trading has a great influence in Taiwan futures market for retail investors. We mainly studies the impacts of day-trading activity on volatility and liquidity,...
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2014
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| Online Access: | http://ndltd.ncl.edu.tw/handle/06043522529845353799 |