The Influence of the Listing of the Weekly Option on the Stock Markets
碩士 === 國立高雄第一科技大學 === 金融系碩士班金融組 === 102 === This study is to evaluate whether the weekly option go public will influence the TAIEX, Finance, Electronics sector and Non-Finance Non-Electronics Sub-Index by applying the t-test, GARCH Model and EGARCH Model to compare the impact of the trading volume a...
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2014
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| Online Access: | http://ndltd.ncl.edu.tw/handle/75111847892032122542 |
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ndltd-TW-102NKIT56670302016-07-09T04:07:20Z http://ndltd.ncl.edu.tw/handle/75111847892032122542 The Influence of the Listing of the Weekly Option on the Stock Markets 週選擇權上市後對現貨市場的影響 Li-Chuan Tseng 曾麗娟 碩士 國立高雄第一科技大學 金融系碩士班金融組 102 This study is to evaluate whether the weekly option go public will influence the TAIEX, Finance, Electronics sector and Non-Finance Non-Electronics Sub-Index by applying the t-test, GARCH Model and EGARCH Model to compare the impact of the trading volume and returns when the introduction of option. This study found that after the initial of weekly option, resulting in the fluctuating of the returns market increased, the settlement date intensify the return of stock market, and the volatility for the return of stock market present the inconsistency. Ming-Chun Wang 王銘駿 2014 學位論文 ; thesis 47 zh-TW |
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NDLTD |
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zh-TW |
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Others
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NDLTD |
| description |
碩士 === 國立高雄第一科技大學 === 金融系碩士班金融組 === 102 === This study is to evaluate whether the weekly option go public will influence the TAIEX, Finance, Electronics sector and Non-Finance Non-Electronics Sub-Index by applying the t-test, GARCH Model and EGARCH Model to compare the impact of the trading volume and returns when the introduction of option.
This study found that after the initial of weekly option, resulting in the fluctuating of the returns market increased, the settlement date intensify the return of stock market, and the volatility for the return of stock market present the inconsistency.
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| author2 |
Ming-Chun Wang |
| author_facet |
Ming-Chun Wang Li-Chuan Tseng 曾麗娟 |
| author |
Li-Chuan Tseng 曾麗娟 |
| spellingShingle |
Li-Chuan Tseng 曾麗娟 The Influence of the Listing of the Weekly Option on the Stock Markets |
| author_sort |
Li-Chuan Tseng |
| title |
The Influence of the Listing of the Weekly Option on the Stock Markets |
| title_short |
The Influence of the Listing of the Weekly Option on the Stock Markets |
| title_full |
The Influence of the Listing of the Weekly Option on the Stock Markets |
| title_fullStr |
The Influence of the Listing of the Weekly Option on the Stock Markets |
| title_full_unstemmed |
The Influence of the Listing of the Weekly Option on the Stock Markets |
| title_sort |
influence of the listing of the weekly option on the stock markets |
| publishDate |
2014 |
| url |
http://ndltd.ncl.edu.tw/handle/75111847892032122542 |
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