The information content of Taiwan index futures and options order imbalance

碩士 === 國立臺北商業技術學院 === 財務金融研究所 === 99 === When informed traders have the information of the future movement of price, may choose futures or options market that has high leverage to earn higher income. More informed traders who have same information trade the same way. The imbalance will appear. Does...

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Bibliographic Details
Main Authors:	Shao-wen Lo, 羅紹文
Other Authors:	Jin-Tang Cai
Format:	Others
Language:	zh-TW
Published:	2011
Online Access:	http://ndltd.ncl.edu.tw/handle/66101828174611680458

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spelling	ndltd-TW-099NTB053040132015-10-13T20:52:01Z http://ndltd.ncl.edu.tw/handle/66101828174611680458 The information content of Taiwan index futures and options order imbalance 台灣指數期貨與選擇權委託單不均衡的資訊內涵 Shao-wen Lo 羅紹文碩士國立臺北商業技術學院財務金融研究所 99 When informed traders have the information of the future movement of price, may choose futures or options market that has high leverage to earn higher income. More informed traders who have same information trade the same way. The imbalance will appear. Does the imbalance have any sign about the future movement of price? This is what we want to know. The analysis find options order imbalance has more information than futures. And the situations of market affect predictability of order imbalance. Jin-Tang Cai 蔡錦堂 2011 學位論文 ; thesis 53 zh-TW
collection	NDLTD
language	zh-TW
format	Others
sources	NDLTD
description	碩士 === 國立臺北商業技術學院 === 財務金融研究所 === 99 === When informed traders have the information of the future movement of price, may choose futures or options market that has high leverage to earn higher income. More informed traders who have same information trade the same way. The imbalance will appear. Does the imbalance have any sign about the future movement of price? This is what we want to know. The analysis find options order imbalance has more information than futures. And the situations of market affect predictability of order imbalance.
author2	Jin-Tang Cai
author_facet	Jin-Tang Cai Shao-wen Lo 羅紹文
author	Shao-wen Lo 羅紹文
spellingShingle	Shao-wen Lo 羅紹文 The information content of Taiwan index futures and options order imbalance
author_sort	Shao-wen Lo
title	The information content of Taiwan index futures and options order imbalance
title_short	The information content of Taiwan index futures and options order imbalance
title_full	The information content of Taiwan index futures and options order imbalance
title_fullStr	The information content of Taiwan index futures and options order imbalance
title_full_unstemmed	The information content of Taiwan index futures and options order imbalance
title_sort	information content of taiwan index futures and options order imbalance
publishDate	2011
url	http://ndltd.ncl.edu.tw/handle/66101828174611680458
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The information content of Taiwan index futures and options order imbalance

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