The Predictability of Options Trading Volume on Stock Returns
碩士 === 淡江大學 === 財務金融學系碩士在職專班 === 100 === This study investigates the informed traders using intraday data of TAIEX options volume. We further discuss whether the behavior of different types of traders will be affected in major financial event. We use put-call ratios to observe the implied informatio...
| 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/86672122477879116137 |