Volatility and volume around exchange rates’ 52-week highs and lows in the FX market

碩士 === 國立中央大學 === 財務金融學系 === 103 === We analyze whether the event that exchange rates approach or break the 52-week highs and lows in the FX market have any effect on the volatility and volume patterns, and expect the anomalies will be consistent with the anchoring effect. The empirical study shows...

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Bibliographic Details
Main Authors: QUAN HONGZHOU, 全泓舟
Other Authors: Yin-Feng Gau
Format: Others
Language:zh-TW
Published: 2015
Online Access:http://ndltd.ncl.edu.tw/handle/28157700858122568865

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