• Refine Query
  • Source
  • Publication year
  • to
  • Language
  • 1
  • 1
  • Tagged with
  • 2
  • 2
  • 1
  • 1
  • 1
  • 1
  • 1
  • 1
  • 1
  • 1
  • 1
  • 1
  • 1
  • 1
  • 1
  • About
  • The Global ETD Search service is a free service for researchers to find electronic theses and dissertations. This service is provided by the Networked Digital Library of Theses and Dissertations.
    Our metadata is collected from universities around the world. If you manage a university/consortium/country archive and want to be added, details can be found on the NDLTD website.
1

none.

Chen, Chun-yu 14 July 2009 (has links)
We investigate the information link between Taiwan option and stock markets by using the multimarket sequential trade model developed by Easley, O¡¦Hara and Srinivas (1998). We test the condition if informed traders trade in the Taiwan option market by investigating the information role of TXO trading volume in Taiwan option market. The result shows that traders¡¦ activity in Taiwan option market is informative and TXO trading volumes have information content for future stock index movements. We show that the ¡§positive news¡¨ and ¡§negative news¡¨ option volumes can predict stock index over 45 minutes; what is different from the empirical result of Easley, O¡¦Hara and Srinivas (1998) is that in Taiwan option market even the standard call, put or all option volumes have predictive power for 25 minutes.
2

Option Volume, Market Sentiment, and Future Performance and Volatility

Clark, Natalie 05 June 2018 (has links)
No description available.

Page generated in 0.1 seconds