The Relationship between Individual Investor Sentimentand Option Returns: Evidence from TAIEX Options
碩士 === 國立高雄第一科技大學 === 金融理財研究所 === 98 === This study is to evidence whether individuals buy or sell options in concert. Using the database of Taiwan futures exchange over 2002-2004, we examine the trading behavior of the individual investors. We find that systematic retail trading explains returns mo...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2010
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| Online Access: | http://ndltd.ncl.edu.tw/handle/07819629314696535875 |