Which Trades Move Prices?: Evidence from TAIEX Option Market
碩士 === 國立中央大學 === 財務金融研究所 === 97 === In this thesis, we investigate the stealth trading behaviors by analyzing which trades move price for the TAIEX option market. We find that small-sized trades are associated with a disproportionately large cumulative option-series price change relative to their p...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2009
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| Online Access: | http://ndltd.ncl.edu.tw/handle/04891152194058049687 |