Information Content of Night Trading for Taiwan Stock Index Options
碩士 === 逢甲大學 === 財務金融學系 === 107 === This study investigates whether three non-spot market trading hours for Taiwan Stock Index Options (TXO) contains information related with spot returns over the next trading day. Assuming that useful information is retrievable from the option-implied volatility, we...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2019
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| Online Access: | http://ndltd.ncl.edu.tw/handle/xyee94 |