Holidays and Return Patterns of Taiwan Index Futures Markets
碩士 === 淡江大學 === 財務金融學系碩士班 === 95 === Empirical evidence reveals the present of abnormal returns for the day preceding holidays in the equity markets and limited futures markets. In this paper, we have no evidence of significantly higher pre-holiday returns, but a slightly weaker effect is observed i...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2007
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| Online Access: | http://ndltd.ncl.edu.tw/handle/14581684087011590134 |