The effect of after-hours trading: Evidence from Taiwan Futures Market
碩士 === 國立東華大學 === 財務金融學系 === 106 === The paper studies the impact of nighttime trading in Taiwan futures market and investigates the interactions between trading activities (trading volume or open interest) and volatility. We collect from May 2016 to Feb. 2018 ‘s Taiwan index futures as our sample....
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2018
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| Online Access: | http://ndltd.ncl.edu.tw/handle/49r5y5 |