The Anatomy of Option Trading Profitability: Evidence from Transaction Data
碩士 === 國立中央大學 === 財務金融研究所 === 98 === This paper investigates real option trading returns and profits using a unique dataset to examine whether selling out-of-the-money (OTM) put options are profitable. Contrary to previous studies, investor short positions of both OTM put and call options earn high...
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/21964873785943352176 |