Liquidity and the pricing of options:evidence from Taiwan index options
碩士 === 淡江大學 === 財務金融學系 === 91 === This thesis investigates the effect of liquidity on index options in Taiwan. First, the relationship between moneyness and liquidity proxy for Taiwan index options is examined. The results show that liquidity was maximized for class 3 in-the-money but did not decrea...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2003
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| Online Access: | http://ndltd.ncl.edu.tw/handle/13061998793786918055 |