The Study on Expiration Day Effect of TXO and Volatility Smile
碩士 === 國立中央大學 === 企業管理研究所 === 95 === Expiration effects, including abnormal trade price, fiercer volatility of trade price, abnormal trading volume and price reversal, occurs on expiration days in the US financial market, but do not significantly take place for Hang Seng Index. This study used Masul...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2007
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| Online Access: | http://ndltd.ncl.edu.tw/handle/76719651323966181761 |