The Impact of Options Trading on the Volatility of Underlying Stocks
碩士 === 國立高雄第一科技大學 === 金融營運所 === 92 === This paper examines the influences of inception of options trading on the spot market volatility behavior. This work targets Taiwan Stock Exchange Capitalization Weighted Stock Index, TAIEX options and the underlying assets of equity options. With the use of GJ...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2004
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| Online Access: | http://ndltd.ncl.edu.tw/handle/72384038789894960430 |