Investors'' type, Sentiment, and Option Skewness-Empirical Evidence from Taiwan Stock Index Option

碩士 === 國立高雄第一科技大學 === 金融研究所 === 100 === After Taiwan stock index options (TXO) have been listed in the Taiwan Futures Exchange (TAIFEX) at December 24, 2001, the option market has become much more prosperous. Therefore, arbitrageurs and investors have regarded TXO as one of the best financial instru...

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Bibliographic Details
Main Authors: Meng-Chian Chen, 陳孟謙
Other Authors: MingJiun Wang
Format: Others
Language:zh-TW
Published: 2012
Online Access:http://ndltd.ncl.edu.tw/handle/27542720884075478640