We report a numerical study of the Taiwan stock market, in which we used three data sources: the daily Taiwan stock exchange index (TAIEX) from January 1983 to May 2006, the daily OTC index from January 1995 to May 2006, and the one-min intraday data from February 2000 to December 2003. Our study is based on numerical estimates of persistence exponent theta(p), Hurst exponent H(2), and fluctuation exponent h(2). We also discuss the results concerning persistence probability P(t), qth-order price-price correlation function G(q)(t), and qth-order normalized fluctuation function f(q)(t) among these indices