The Study on Correlation between Overnight and Intraday Returns for Taiwan stock market
碩士 === 銘傳大學 === 財務金融學系碩士班 === 107 === In recent years, the phenomenon of abnormal returns on stocks has been widely concerned. As we know, the stock trading information on the previous day can affect the stocks, and most people always analyze the shape of stocks during the trading day, while few of...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2019
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| Online Access: | http://ndltd.ncl.edu.tw/handle/7c2qsg |