The Empirical Study on the Long Straddle Strategies of TAIEX Options
碩士 === 國立中興大學 === 財務金融學系所 === 105 === This study construct the long straddle strategies by buying TAIEX Options with an expiration date in one week to capture volatility in the market. There are three main findings given as follows: (1) Without considering the transaction costs, buying 2 days to exp...
Main Authors: | Jun-Hong Zhou, 周俊宏 |
---|---|
Other Authors: | 林盈課 |
Format: | Others |
Language: | zh-TW |
Published: |
2017
|
Online Access: | http://ndltd.ncl.edu.tw/handle/98755632406468767748 |
Similar Items
-
An Empirical Study on the Short Straddle of TAIEX Weekly Options
by: Jing-YanGan, et al.
Published: (2016) -
A study of straddle and strangle strategies: evidence from TAIEX options
by: Wang, Chi Kai, et al. -
Performance and Analysis of Short Straddle and Strangle Strategy in TAIEX Option Market
by: CHIN - FENG LIN, et al.
Published: (2016) -
An Empirical Study on Building Trading Strategies for TAIEX Options
by: Li, Mei-Chun, et al.
Published: (2016) -
Research on the Profitability of Long TAIEX Option Strategies
by: Lin, Yu-Cheng, et al.
Published: (2014)