Which Type of Investors Makes More Money in the Falling Market, Volatility or Direction Traders?
碩士 === 東海大學 === 財務金融學系 === 101 === This study compares the influences of direction traders and volatility traders on option prices and investigates whether these impacts differ in the rising and falling markets. Based on empirical results, we first find that the impact of direction traders on TAIEX...
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| Format: | Others |
| Language: | en_US |
| Published: |
2013
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| Online Access: | http://ndltd.ncl.edu.tw/handle/43583813186017734181 |