Price Volatility Expiration-day effects Rearch for the TAIEX options
碩士 === 中國文化大學 === 資訊管理學系碩士在職專班 === 101 === This study applies statistical analysis model to investigate the abnormal variation of the volatility, price reversal and volume changes of TAIEX options near the expiration date. The result can help the investors to decide the appropriate timing for hedgin...
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2013
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| Online Access: | http://ndltd.ncl.edu.tw/handle/29797235861738081350 |