Relationship Between Options Trading Activity and Underlying Stock''s Return: Evidences from the Taiwan Index Options
碩士 === 國立中山大學 === 財務管理學系研究所 === 106 === This research used the option/stock trading volume ratio (O/S ratio) which was adopted by Roll et al. (2010) to the Taiwan market. The empirical results showed that O/S ratio could predict the Taiwan Capitalization-Weighted Stock Index’s future return. Since t...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2018
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| Online Access: | http://ndltd.ncl.edu.tw/handle/w27cn3 |