Overnight information and stochastic volatility: A study of Asia stock markets
碩士 === 銘傳大學 === 財務金融學系碩士班 === 97 === Financial information accumulates globally around the clock. However, the daytime trading period of a stock market is typically half the length of the overnight non-trading period. Inevitably, not all price sensitive financial information becomes available during...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2009
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| Online Access: | http://ndltd.ncl.edu.tw/handle/6s76n2 |