The TAIEX Return Predictability of Option Order Imbalance in After-hours Stock Market Trading
碩士 === 東海大學 === 財務金融學系 === 105 === The predictability of the information content contained in option trading usually interests investors, especially the information content of option trading during the periods prior to the open and after the close of the stock market. By following Hu’s (2014) method...
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2017
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| Online Access: | http://ndltd.ncl.edu.tw/handle/dpgbt8 |