Overreactions in Option Markets
碩士 === 世新大學 === 經濟學研究所(含碩專班) === 91 === This study attempts to analyze overreactions and price reversal in the Taiwan index options market and the US S＆P500 index options market(SPX). To separate the effects of the underlying, it develops excess returns of options by simple hedged portfolios, and ad...
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2003
|
| Online Access: | http://ndltd.ncl.edu.tw/handle/99140818343762834686 |