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Autor:
李淳祥
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This paper mainly examines that whether the Net Buying Pressure Hypothesis which is issued by Bollen and Whaley (2004) fits the options market in Taiwan? In this paper, we find that the options market in Taiwan supports the limits to arbitrag
This paper mainly examines that whether the Net Buying Pressure Hypothesis which is issued by Bollen and Whaley (2004) fits the options market in Taiwan? In this paper, we find that the options market in Taiwan supports the limits to arbitrag
Externí odkaz:
http://ndltd.ncl.edu.tw/handle/36949978082508946858
Autor:
李淳祥
這一篇文章主要的目的在於檢視 Bollen and Whaley (2004) 所提出來的淨買壓假說 (Net Buying Pressure Hypothesis) 在台指選擇權市場上是否一樣有相同的現象。 在本文的研究當中，我們也發現台指選擇權
Externí odkaz:
http://thesis.lib.nccu.edu.tw/cgi-bin/cdrfb3/gsweb.cgi?o=dstdcdr&i=sid=%22G0093357020%22.