Day-Trading Activity on Volatility and Liquidity: High Frequency Evidence in Taiwan Futures Market

碩士 === 國立高雄第一科技大學 === 財務管理研究所 === 102 === When trader buying and selling all position within the same day, we called that ”Day-Trading”, day-trading has a great influence in Taiwan futures market for retail investors. We mainly studies the impacts of day-trading activity on volatility and liquidity,...

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Bibliographic Details
Main Authors:	Szu-Han Chen, 陳思涵
Other Authors:	Ming-Hsien Chen
Format:	Others
Language:	en_US
Published:	2014
Online Access:	http://ndltd.ncl.edu.tw/handle/06043522529845353799

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spelling	ndltd-TW-102NKIT53050242017-10-14T04:26:56Z http://ndltd.ncl.edu.tw/handle/06043522529845353799 Day-Trading Activity on Volatility and Liquidity: High Frequency Evidence in Taiwan Futures Market 台灣期貨市場當沖交易對期貨價格波動與流動性之影響：高頻資料之分析 Szu-Han Chen 陳思涵碩士國立高雄第一科技大學財務管理研究所 102 When trader buying and selling all position within the same day, we called that ”Day-Trading”, day-trading has a great influence in Taiwan futures market for retail investors. We mainly studies the impacts of day-trading activity on volatility and liquidity, which data is from January 2, 2012 to September 30, 2013 in Taiwan Future Exchange(TAIFEX), total of 430 trading days. Ming-Hsien Chen 陳明憲 2014 學位論文 ; thesis 21 en_US
collection	NDLTD
language	en_US
format	Others
sources	NDLTD
description	碩士 === 國立高雄第一科技大學 === 財務管理研究所 === 102 === When trader buying and selling all position within the same day, we called that ”Day-Trading”, day-trading has a great influence in Taiwan futures market for retail investors. We mainly studies the impacts of day-trading activity on volatility and liquidity, which data is from January 2, 2012 to September 30, 2013 in Taiwan Future Exchange(TAIFEX), total of 430 trading days.
author2	Ming-Hsien Chen
author_facet	Ming-Hsien Chen Szu-Han Chen 陳思涵
author	Szu-Han Chen 陳思涵
spellingShingle	Szu-Han Chen 陳思涵 Day-Trading Activity on Volatility and Liquidity: High Frequency Evidence in Taiwan Futures Market
author_sort	Szu-Han Chen
title	Day-Trading Activity on Volatility and Liquidity: High Frequency Evidence in Taiwan Futures Market
title_short	Day-Trading Activity on Volatility and Liquidity: High Frequency Evidence in Taiwan Futures Market
title_full	Day-Trading Activity on Volatility and Liquidity: High Frequency Evidence in Taiwan Futures Market
title_fullStr	Day-Trading Activity on Volatility and Liquidity: High Frequency Evidence in Taiwan Futures Market
title_full_unstemmed	Day-Trading Activity on Volatility and Liquidity: High Frequency Evidence in Taiwan Futures Market
title_sort	day-trading activity on volatility and liquidity: high frequency evidence in taiwan futures market
publishDate	2014
url	http://ndltd.ncl.edu.tw/handle/06043522529845353799
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Day-Trading Activity on Volatility and Liquidity: High Frequency Evidence in Taiwan Futures Market

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