Insider trading and information revelation with the introduction of futures markets
โ Scribed by Hsu, Chih-Hsiang; Lee, Hsiu-Chuan
- Book ID
- 126546160
- Publisher
- Elsevier Science
- Year
- 2014
- Tongue
- English
- Weight
- 371 KB
- Volume
- 43
- Category
- Article
- ISSN
- 0264-9993
No coin nor oath required. For personal study only.
๐ SIMILAR VOLUMES
ndividuals trading in futures markets are required to post security deposits, I called margins, to insure that brokers and exchanges are potected from nonperformance due to unfavorable price movements. Specified in dollar amounts per contract, margins may be posted in either cash or interest-bearing
## Abstract This study investigates the trading activity of the Taiwan Futures Exchange (TAIFEX) and Singapore Exchange Derivatives Trading Limited (SGXโDT) Taiwan Stock Index Futures markets by analyzing the intraday patterns of volume and volatility. In addition, the market closure theory, which