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...
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 |
Similar Items
-
Market Transparency and Order Imbalance:Evidences from Taiwan Index Futures and Taiwan Index Options
by: Chan, Chi-Hung, et al.
Published: (2013) -
The information content of order imbalance - Evidence from TAIEX option and futures markets
by: Lin, I–Hsiang, et al.
Published: (2017) -
Order Behavior of Informed Volatility Traders : The Case of Taiwan Stock Index Option
by: Yueh - Ning Lo, et al.
Published: (2012) -
The Information in Taiwan Index Option and Futures Volume for Future Taiwan Index
by: Wei-Ting Ke, et al.
Published: (2011) -
The Information Content of Institutional Investors' Order Revisions: Evidence of TAIFEX Index Options and Futures Markets
by: Chang, Hsuan-Kai, et al.
Published: (2018)