Information Content of Extended Trading for Index Options
碩士 === 國立中正大學 === 財務金融所 === 95 === The recent extension of trading hours for TAIEX Options provides an opportunity to extended options trading contains useful information about spot returns.We find that pre-open options trades are associated with significant price discovery.Our results indicate that...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2006
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| Online Access: | http://ndltd.ncl.edu.tw/handle/33909690208214445149 |