๐”– Bobbio Scriptorium
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Efficiency in index options markets and trading in stock baskets

โœ Scribed by Lucy F Ackert; Yisong S Tian

Book ID
117528264
Publisher
Elsevier Science
Year
2001
Tongue
English
Weight
168 KB
Volume
25
Category
Article
ISSN
0378-4266

No coin nor oath required. For personal study only.

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## Abstract This study investigates the trading activity of the Taiwan Futures Exchange (TAIFEX) and Singapore Exchange Derivatives Trading Limited (SGXโ€DT) Taiwan Stock Index Futures markets by analyzing the intraday patterns of volume and volatility. In addition, the market closure theory, which