The Effects of Volatility Derivatives Trading onStock Market Price Behavior
碩士 === 國立臺灣大學 === 國際企業學研究所 === 96 === Since VIX introduction in 1993, it had been considered by many to be the world‘s premier index of the market volatility, and the recent launch of VIX derivatives offers the platform for direct volatility trading. This research examines the impact of trading in t...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2008
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| Online Access: | http://ndltd.ncl.edu.tw/handle/20750827374261836084 |