臺灣選擇權市場投資人交易行為之資訊內涵

Information Content of Investors’ Trading Behavior in the Taiwan Options Market

黃健銘(Chien-Ming Huang)

指導教授 ： 邱建良 ； 李命志

淡江大學/商學院/財務金融學系博士班/博士(2011年)

https://doi.org/10.6846/TKU.2011.01295

摘要

本篇摘要未授權

關鍵字

指數選檡權 ； 股票市場狀況 ； 資訊交易人 ； 價性

並列摘要

This abstract would not be displayed due to no authorization.

並列關鍵字

Index options ； Market conditions ； Informed trader ； Moneyness

參考文獻

Back, K., (1993), “Asymmetric Information and Options,” Review of Financial Studies, Vol.6, No.3, pp. 435-472.

Barbar, B.M., Y. Lee, Y. Liu, and T. Odean, (2008), “Just How Much Do Individual Investors Lose by Trading?,” Review of Financial Studies, Vol.22, No.2, pp. 609-632.

Black, F. and M. Scholes, (1973), “The Pricing of Options and Corporate Liabilities,” Journal of Political Economy, Vol.81, No.3, pp. 637-654.

Black, F., (1975), “Fact and Fantasy in the Use of Options,” Financial Analysts Journal, Vol.31, No.4, pp. 61-72.

Cao, M. and J. Wei, (2010), “Option Market Liquidity: Commonality and Other Characteristics,” Journal of Financial Markets, Vol.13, No.1, pp. 20-48.