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碩士 === 國立中正大學 === 財務金融所 === 95 === Compare to the stock market, we can find extended trading in the option market, and two market have different market condition and participators. The lead-lag relationship between the markets will be arisen. This paper investigate extended trading in the option mar...
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| Format: | Others |
| Language: | zh-TW |
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2007
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| Online Access: | http://ndltd.ncl.edu.tw/handle/16638293972969339167 |
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ndltd-TW-095CCU05304019 |
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ndltd-TW-095CCU053040192015-10-13T14:08:36Z http://ndltd.ncl.edu.tw/handle/16638293972969339167 non 非同步交易資訊內涵之研究-以臺股選擇權與臺股指數為例 Zhi-bin Lin 林致彬 碩士 國立中正大學 財務金融所 95 Compare to the stock market, we can find extended trading in the option market, and two market have different market condition and participators. The lead-lag relationship between the markets will be arisen. This paper investigate extended trading in the option market, wherever the private information can transfer in extended trading times. In pre-open session, the private information can provide a significantly explanation power for stock market return. That is say, in extended trading for option market, having the future’s stock market’s information. I-Yuan Chuang 莊益源 2007 學位論文 ; thesis 61 zh-TW |
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NDLTD |
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zh-TW |
| format |
Others
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NDLTD |
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碩士 === 國立中正大學 === 財務金融所 === 95 === Compare to the stock market, we can find extended trading in the option market, and two market have different market condition and participators. The lead-lag relationship between the markets will be arisen. This paper investigate extended trading in the option market, wherever the private information can transfer in extended trading times.
In pre-open session, the private information can provide a significantly explanation power for stock market return. That is say, in extended trading for option market, having the future’s stock market’s information.
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| author2 |
I-Yuan Chuang |
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I-Yuan Chuang Zhi-bin Lin 林致彬 |
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Zhi-bin Lin 林致彬 |
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Zhi-bin Lin 林致彬 non |
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Zhi-bin Lin |
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non |
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non |
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non |
| title_fullStr |
non |
| title_full_unstemmed |
non |
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| publishDate |
2007 |
| url |
http://ndltd.ncl.edu.tw/handle/16638293972969339167 |
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