Matches in SemOpenAlex for { <https://semopenalex.org/work/W1978489742> ?p ?o ?g. }
Showing items 1 to 74 of
74
with 100 items per page.
- W1978489742 endingPage "625" @default.
- W1978489742 startingPage "619" @default.
- W1978489742 abstract "Abstract The study aims to measure the unconditional volatility of the Taiwan’s stock index futures market through daily and intraday 5-minute frequency trading data, and simultaneously investigate the day-of-the-week volatility and Monday effects. The results indicate that when testing empirical data with daily frequency trading data, the Taiwan’s stock index futures market is significantly supported in day-of-the-week volatility and Monday effects. Intraday 5-minute frequency trading data, which are more detailed, are used to test empirical data that have not supported day-of-the-week volatility phenomenon in Taiwan’s stock index futures market." @default.
- W1978489742 created "2016-06-24" @default.
- W1978489742 creator A5063394224 @default.
- W1978489742 creator A5067807289 @default.
- W1978489742 date "2011-10-01" @default.
- W1978489742 modified "2023-09-23" @default.
- W1978489742 title "The day-of-the-week volatility effect in Taiwan’s stock index futures market is puzzle" @default.
- W1978489742 cites W1963787328 @default.
- W1978489742 cites W1965369319 @default.
- W1978489742 cites W2046233868 @default.
- W1978489742 cites W2068138154 @default.
- W1978489742 cites W2069125621 @default.
- W1978489742 cites W2078174474 @default.
- W1978489742 cites W2110438389 @default.
- W1978489742 cites W3125951065 @default.
- W1978489742 doi "https://doi.org/10.1080/09720502.2011.10700778" @default.
- W1978489742 hasPublicationYear "2011" @default.
- W1978489742 type Work @default.
- W1978489742 sameAs 1978489742 @default.
- W1978489742 citedByCount "0" @default.
- W1978489742 crossrefType "journal-article" @default.
- W1978489742 hasAuthorship W1978489742A5063394224 @default.
- W1978489742 hasAuthorship W1978489742A5067807289 @default.
- W1978489742 hasConcept C106159729 @default.
- W1978489742 hasConcept C106306483 @default.
- W1978489742 hasConcept C138885662 @default.
- W1978489742 hasConcept C149782125 @default.
- W1978489742 hasConcept C162324750 @default.
- W1978489742 hasConcept C166957645 @default.
- W1978489742 hasConcept C18246116 @default.
- W1978489742 hasConcept C205649164 @default.
- W1978489742 hasConcept C2779343474 @default.
- W1978489742 hasConcept C2780299701 @default.
- W1978489742 hasConcept C2983622608 @default.
- W1978489742 hasConcept C2993390347 @default.
- W1978489742 hasConcept C41895202 @default.
- W1978489742 hasConcept C88389905 @default.
- W1978489742 hasConcept C91602232 @default.
- W1978489742 hasConceptScore W1978489742C106159729 @default.
- W1978489742 hasConceptScore W1978489742C106306483 @default.
- W1978489742 hasConceptScore W1978489742C138885662 @default.
- W1978489742 hasConceptScore W1978489742C149782125 @default.
- W1978489742 hasConceptScore W1978489742C162324750 @default.
- W1978489742 hasConceptScore W1978489742C166957645 @default.
- W1978489742 hasConceptScore W1978489742C18246116 @default.
- W1978489742 hasConceptScore W1978489742C205649164 @default.
- W1978489742 hasConceptScore W1978489742C2779343474 @default.
- W1978489742 hasConceptScore W1978489742C2780299701 @default.
- W1978489742 hasConceptScore W1978489742C2983622608 @default.
- W1978489742 hasConceptScore W1978489742C2993390347 @default.
- W1978489742 hasConceptScore W1978489742C41895202 @default.
- W1978489742 hasConceptScore W1978489742C88389905 @default.
- W1978489742 hasConceptScore W1978489742C91602232 @default.
- W1978489742 hasIssue "5-6" @default.
- W1978489742 hasLocation W19784897421 @default.
- W1978489742 hasOpenAccess W1978489742 @default.
- W1978489742 hasPrimaryLocation W19784897421 @default.
- W1978489742 hasRelatedWork W1564189886 @default.
- W1978489742 hasRelatedWork W2060763034 @default.
- W1978489742 hasRelatedWork W2127399805 @default.
- W1978489742 hasRelatedWork W2348311927 @default.
- W1978489742 hasRelatedWork W2374262519 @default.
- W1978489742 hasRelatedWork W2376552694 @default.
- W1978489742 hasRelatedWork W2384023246 @default.
- W1978489742 hasRelatedWork W2391160594 @default.
- W1978489742 hasRelatedWork W3124910294 @default.
- W1978489742 hasRelatedWork W645856784 @default.
- W1978489742 hasVolume "14" @default.
- W1978489742 isParatext "false" @default.
- W1978489742 isRetracted "false" @default.
- W1978489742 magId "1978489742" @default.
- W1978489742 workType "article" @default.