Information Content of Investors’ Trading Behavior in the Taiwan Options Market

博士 === 淡江大學 === 財務金融學系博士班 === 99 === Using the original transaction recodes from the Taiwan index options market, this study aims to investigate realized options trading tendencies among different investor classes and to further examine how different market conditions affect the options trades. In c...

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Bibliographic Details
Main Authors: Chien-Ming Huang, 黃健銘
Other Authors: Chien-Liang Chiu
Format: Others
Language:en_US
Published: 2011
Online Access:http://ndltd.ncl.edu.tw/handle/18124070487415935130