Expiration-Day Effect--Empirical Evidence on Taiwan

博士 === 淡江大學 === 財務金融學系博士班 === 97 === A number of studies on expiration-day effects have found that the behavior of spot trading volume and price is affected by expiration. Most of them focus on the index spot, but far less research investigates the effects on individual index stocks. In addition to...

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Bibliographic Details
Main Authors: Ching-Fang Chi, 曲靜芳
Other Authors: Wen-liang Hsieh
Format: Others
Language:zh-TW
Published: 2009
Online Access:http://ndltd.ncl.edu.tw/handle/29700832740754067752