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Public Information Arrival and the Fisher Effect in Emerging Markets: Evidence from Stock and Bond Markets in Turkey

โœ Scribed by Ali M. Kutan; Tansu Aksoy


Book ID
111543968
Publisher
Springer
Year
2003
Tongue
English
Weight
94 KB
Volume
23
Category
Article
ISSN
0920-8550

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Trading activity in stock index futures
โœ Yu Chuan Huang ๐Ÿ“‚ Article ๐Ÿ“… 2002 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 160 KB

## 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