The intraday effect and the extension of trading hours for Taiwanese securities
โ Scribed by Yu-Ju Fan; Hung-Neng Lai
- Book ID
- 116577285
- Publisher
- Elsevier Science
- Year
- 2006
- Tongue
- English
- Weight
- 463 KB
- Volume
- 15
- Category
- Article
- ISSN
- 1057-5219
No coin nor oath required. For personal study only.
๐ SIMILAR VOLUMES
ne of the timeless concerns associated with futures trading is the possibility 0 that destabilizing speculation in futures markets will be transmitted to the cash markets causing distortions in the prices of the underlying commodities. With the tremendous growth of the market for futures contracts o
everal studies such as and document that S equity returns are more volatile during trading hours than during non-trading hours. In a recent paper, examine the behavior of the daily (close to close) returns of all NYSE and AMEX stocks. They find that trading hour return variance is much higher th