Intraday Analysis of the Malaysian Stock Index Futures Market
The use of any aggregate financial data to examine the relationship between information and prices using daily, weekly and monthly data leads to loss of information. The problem with such studies that employ time aggregated data is that it ignores the real time price dynamics and intraday interac...
| 第一著者: | |
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| フォーマット: | 学位論文 |
| 言語: | 英語 英語 |
| 出版事項: |
2004
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| 主題: | |
| オンライン･アクセス: | http://psasir.upm.edu.my/id/eprint/291/1/549566_FEP_2004_10.pdf |