Market Intraday Momentum: Evidence from TAIEX Futures
碩士 === 國立臺灣大學 === 財務金融學研究所 === 107 === Based on the 30-minute trading price of the Taiwan Stock Exchange Capitalization Weighted Stock Index Futures(TAIEX Futures) from 2001 to 2018, this study found that the TAIEX Futures have intraday momentum. In other words, there is a significant positive corre...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2019
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| Online Access: | http://ndltd.ncl.edu.tw/handle/cx6e6a |