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    Please use this identifier to cite or link to this item: http://tkuir.lib.tku.edu.tw:8080/dspace/handle/987654321/108745

    Title: Do Intraday Jump Phenomena Matter for Trading Index Futures? Evidence from China Futures Markets
    Authors: Day, Min-Yuh;Huang, Paoyu;Ni, Yensen;Chen, Yuhsin
    Date: 2016/05/28
    Issue Date: 2016-12-07 02:10:34 (UTC+8)
    Publisher: 2016 International Conference of Taiwan Finance Association (ICTFA 2016)
    Relation: 2016臺灣財務金融學會年會暨國際研討會 (ICTFA 2016)
    Appears in Collections:[資訊管理學系暨研究所] 會議論文

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