The Day-of-the-Week and Intraday Effect on Futures Investors

碩士 === 淡江大學 === 財務金融學系碩士班 === 99 === The paper conduct the Day-of-the-Week effect, Intraday effect and Intraday-Day-of-the-Week effect on Futures investors of TAIFEX Futures(TXF) and Mini-TAIFEX Futures(MTF) in Taiwan. The data divides into all investors, domestic institutional investors, foreign in...

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Bibliographic Details
Main Authors: Ping-Chen Lin, 林秉貞
Other Authors: Chien-Liang Chiu
Format: Others
Language:zh-TW
Published: 2011
Online Access:http://ndltd.ncl.edu.tw/handle/76691532041742534669