The Intraday Behavior of Twenty-four-hour Return Variance in the TSEC
碩士 === 國立高雄第一科技大學 === 金融營運系碩士班 === 89 === Using high frequency transaction data for a sample of 77 stocks listed on Taiwan Stock Exchange capitalization Weighted Stock Index and MSCI Taiwan Stock Index during the period from July 1988 to December 1988.Individual stocks are examined over 5...
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2001
|
| Online Access: | http://ndltd.ncl.edu.tw/handle/02830162100816176894 |