Market Intraday Momentum-Evidence from Taiwan ETF 0050
碩士 === 國立臺灣大學 === 財務金融學研究所 === 107 === Using Taiwan ETF 0050 as an example, this paper examines the intraday momentum effect of Taiwan ETF market. The sample period ranges from 2003 to 2016. This paper finds that the first-half hour return as measured from the previous day’s market close can signifi...
Main Authors: | Tsung-Han Lee, 李宗翰 |
---|---|
Other Authors: | 何耕宇 |
Format: | Others |
Language: | zh-TW |
Published: |
2019
|
Online Access: | http://ndltd.ncl.edu.tw/handle/7d3xa7 |
Similar Items
-
The Intraday High Frequency Arbitrage Trading Study between Taiwan Index Futures and Taiwan 0050 ETF
by: Liu, Szu-En, et al.
Published: (2013) -
A Study of ETF in Taiwan Stock Market-Using 0050、0056、and 00632R as examples
by: Tzu-Yin Tseng, et al.
Published: (2017) -
An Empirical Study of Program Trading Strategies for Investing ETF0050
by: Pao-Lan Tung, et al.
Published: (2010) -
Market Intraday Momentum: Evidence from TAIEX Futures
by: I-Chih Liu, et al.
Published: (2019) -
Investigation of Momentum Investment Strategies of ETF: Evidence from Taiwan 50 ETF
by: Sung-Yuan Tsai, et al.
Published: (2009)