The information content of market volatility
碩士 === 淡江大學 === 財務金融學系碩士在職專班 === 100 === In this paper, we use the method of Chang, Hsieh and Wang (2010) and Ni, Pan and Poteshman (2008) to investigate the information content of net vega demand to examine the predictive power of realized volatility of different types of traders in the TAIEX opt...
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2012
|
| Online Access: | http://ndltd.ncl.edu.tw/handle/75665079255148325491 |