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Is the predictability of emerging and developed stock markets really exploitable?

✍ Scribed by David Moreno; Ignacio Olmeda

Publisher
Elsevier Science
Year
2007
Tongue
English
Weight
224 KB
Volume
182
Category
Article
ISSN
0377-2217

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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