Overnight Phenomenon of Day Traders:An Empirical Study from the Taiwan Stock Market
碩士 === 國立雲林科技大學 === 財務金融系 === 106 === This paper focuses on the relationship between the overnight phenomenon and price movements in Taiwan stock market. According to the OLS regressions, we find that the individual day traders have disposition effect. If the stock price moves downwards, they te...
Main Authors: | , |
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Other Authors: | |
Format: | Others |
Language: | en_US |
Published: |
2018
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Online Access: | http://ndltd.ncl.edu.tw/handle/963jvr |