This research is to analyze the factor of affecting trading volume in TSE, and theinformation related to domestic stock markets and foreign stock market are concernedas well. In this empirical study, we find that the opening market information relatedJapanese and Korea have effects the trading volume of Taiwan stock markets, ascompared with the closing market information related to DJ index. The technicalindex such as K value has positive effects to the trading volume including openingand closing trading volume. In .addition, investors might buy stocks and long futures coincidently in order to pursue higher profit, especially long calls have positiveeffects trading volume apparently. Besides, domestic investments institutions have more effects on trading volume as compared with foreign investment institutions and domestic dealers.
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