The Relative Trading Activity in Options and Stock: Evidences from the Taiwan Stock Exchange

Journal article

Pei-Fang Hsieh, Chuang-Chang Chang, Hung Neng Lai and Wei-Sen Hsu

期貨與選擇權季刊期貨與選擇權季刊, Vol.10(1), pp.1-39

2017

Abstract

選擇權對標的股票指數交易量比;臺股指數;預測能力;O/S;Relative activity;TAIEX index;Prediction

1 Record Views

Title: The Relative Trading Activity in Options and Stock: Evidences from the Taiwan Stock Exchange
Creators - without role: Pei-Fang Hsieh - 國立清華大學科技管理學院計量財務金融學系
Chuang-Chang Chang
Hung Neng Lai
Wei-Sen Hsu
Publication Details: 期貨與選擇權季刊期貨與選擇權季刊, Vol.10(1), pp.1-39
Identifiers: 9957776294206774
Academic Unit: Department of Quantitative Finance, College of Technology Management, National Tsing Hua University
Resource Type: Journal article