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Extreme Correlation of Stock and Bond Futures Markets: International Evidence

✍ Scribed by Chin Man Chui; Jian Yang


Book ID
114758843
Publisher
John Wiley and Sons
Year
2012
Tongue
English
Weight
968 KB
Volume
47
Category
Article
ISSN
0732-8516

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