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    Please use this identifier to cite or link to this item: http://tkuir.lib.tku.edu.tw:8080/dspace/handle/987654321/107189

    Title: Do Intraday Jump Phenomena Matter for Trading Index Futures? Evidence from China Futures Markets
    Other Titles: 英文
    Authors: Min-Yuh Day;Pao-Yu Huang;Yen-Sen Ni;Yu-Hsin Chen
    Date: 2016-05-28
    Issue Date: 2016-08-18 13:33:47 (UTC+8)
    Publisher: 臺灣財務金融學會
    Relation: 2016臺灣財務金融學會年會暨國際研討會
    Appears in Collections:[Department of Management Sciences] Proceeding
    [Graduate Institute & Department of Information Management] Proceeding

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