How to explain the open interest of Taiwan Index Option

碩士 === 國立政治大學 === 財務管理研究所 === 103 === In this study, we use the public information from Taiwan Futures Exchange to examine whether the open interest of Taiwan Index Option (TXO) can be explained by the open-sell investors. The results indicate that numerous open-sell investors are informed traders,...

Full description

Bibliographic Details
Main Author: 蘇柏軒
Other Authors: 李志宏
Format: Others
Language:zh-TW
Online Access:http://ndltd.ncl.edu.tw/handle/zkc2uf