The Analysis of Individual Investors’ Trading Behavior:Evidence from Taiwan Futures Market
碩士 === 國立臺灣科技大學 === 財務金融研究所 === 103 === The purpose of this study is to examine whether there are any differences between trading frequency and performance for investors at futures market. A selected sample of volatile trading days is chosen from July to September 2007, including intraday detailed t...
Main Authors: | Yu-Ming Hsu, 許育銘 |
---|---|
Other Authors: | Chun-Nan Chen |
Format: | Others |
Language: | zh-TW |
Published: |
2015
|
Online Access: | http://ndltd.ncl.edu.tw/handle/p62ftw |
Similar Items
-
The Relationship between Expiration-day Effect and Trading Behavior:Evidence from TAIFEX
by: Hsin-Ting Yao, et al.
Published: (2010) -
Family Controlled Firms and Short Sales Behavior:Evidence from Taiwan
by: Ko-Hsin Yang, et al. -
The Investigation on the Reasons of Pattern,Performance and Behavior:Evidence from Taiwan Mutual Fund
by: Chien-Hung Pan, et al.
Published: (1999) -
Managerial Overconfidence and Asymmetric Cost Behavior:Evidence from China
by: LI, CHENG-HAN, et al.
Published: (2017) -
Image and Consumption Behavior:Evidence from FENG-CHIA shopping district
by: Pin-Ting Wang, et al.
Published: (2014)