Investors'' type, Sentiment, and Option Skewness-Empirical Evidence from Taiwan Stock Index Option
碩士 === 國立高雄第一科技大學 === 金融研究所 === 100 === After Taiwan stock index options (TXO) have been listed in the Taiwan Futures Exchange (TAIFEX) at December 24, 2001, the option market has become much more prosperous. Therefore, arbitrageurs and investors have regarded TXO as one of the best financial instru...
Main Authors: | , |
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Other Authors: | |
Format: | Others |
Language: | zh-TW |
Published: |
2012
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Online Access: | http://ndltd.ncl.edu.tw/handle/27542720884075478640 |