Information Demand and Market Efficiency - Evidence from Stock Options Market in Taiwan
碩士 === 國立高雄第一科技大學 === 金融系碩士班 === 105 === The purpose of this study is to explore whether SVI (Search Volume Index) has the function of price discovery. By selecting the 15 stock options with higher market value in Taiwan’s stock market, I use the price of stock options and the implied spot price to...
Main Authors: | , |
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Other Authors: | |
Format: | Others |
Language: | zh-TW |
Published: |
2017
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Online Access: | http://ndltd.ncl.edu.tw/handle/uh87w7 |