The Influence of Investment Environment on Net Buying Pressure Hypothesis
碩士 === 國立中央大學 === 企業管理研究所 === 95 === In this study, we investigate how the investment behavior influences option implied volatility by inspecting the supply and demand imbalance of the option market in Taiwan. Moreover, we wonder whether the investment behavior is affected by the arbitrage limitatio...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2007
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| Online Access: | http://ndltd.ncl.edu.tw/handle/27618969689753623048 |