The Empirical Study of Intraday and Weekday Effects- Evidence from DJIA and NASDAQ High Frequency Indices
碩士 === 中原大學 === 國際貿易研究所 === 94 === ****This study uses the probability distribution techniques to explore the intraday effect and weekday effect of the 10-minuate high frequency returns for the Dow Jones Industrial Average (DJIA) and NASDAQ composite indices. We find that both DJIA and NASDAQ can fo...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2006
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| Online Access: | http://ndltd.ncl.edu.tw/handle/94798095327146090791 |