Intraday trading patterns and day-of-the week in stock index options markets : evidence from emerging markets
Year of publication: |
2006
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Authors: | Chiang, Min-Hsien ; Huang, Ching-mann ; Lin, Tsai-yin ; Lin, Yun |
Published in: |
Journal of financial management and analysis : international review of finance. - Mumbai : [Verlag nicht ermittelbar], ISSN 0970-4205, ZDB-ID 1072082-0. - Vol. 19.2006, 2, p. 32-45
|
Subject: | Wertpapierhandel | Securities trading | Volatilität | Volatility | Handelsvolumen der Börse | Trading volume | Kalendereffekt | Calendar effect | Schätzung | Estimation | Taiwan | Geld-Brief-Spanne | Bid-ask spread |
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