## Abstract This study investigates the trading activity of the Taiwan Futures Exchange (TAIFEX) and Singapore Exchange Derivatives Trading Limited (SGXβDT) Taiwan Stock Index Futures markets by analyzing the intraday patterns of volume and volatility. In addition, the market closure theory, which
A note on the predictability of Finnish stock market returns: Evidence from stock index futures markets
β Scribed by Teppo Martikainen; Vesa Puttonen
- Publisher
- Elsevier Science
- Year
- 1994
- Tongue
- English
- Weight
- 426 KB
- Volume
- 73
- Category
- Article
- ISSN
- 0377-2217
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