Essays on Information Content in Options Markets
博士 === 國立中央大學 === 財務金融研究所 === 97 === This essay contains two studies on information content in options markets. Having obtained a unique dataset with detailed information on transaction records in the TAIEX option market, we provide evidence of varying degrees of predictability from different class...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2009
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| Online Access: | http://ndltd.ncl.edu.tw/handle/85683094202422377227 |