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Stock Price Behavior over Trading and Non-trading Periods: Evidence from the Taiwan Stock Exchange

✍ Scribed by Yen-Sheng Huang; Dih-Young Liu; Tze-Wei Fu

Book ID
108567857
Publisher
John Wiley and Sons
Year
2000
Tongue
English
Weight
121 KB
Volume
27
Category
Article
ISSN
0306-686X

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## Abstract This study examines commonality in trading activity by various types of institutional investors across futures and stock markets, and the dynamic relationship between the common factors in trading activity and the futures‐cash basis. The empirical results provide evidence of commonality