The Impact of Index Futures Trading on Day-of-the-Week Effects for the Taiwan Stock Market
碩士 === 逢甲大學 === 國際貿易所 === 96 === This study investigates the impact of index futures trading on day-of-the-week effects for the Taiwan stock market. Using the decomposed daily return, our empirical results are the introduction of index future has a significant impact on the return structure, both i...
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2008
|
| Online Access: | http://ndltd.ncl.edu.tw/handle/57412601532632225112 |