Does the early bird catch the worm? : the information content of Taiwan’s index option trading in the early 15-min pre-opening session
Year of publication: |
July 2017
|
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Authors: | Liu, Wenchien ; Hsieh, Wen-Liang G. ; Tu, Anthony H. |
Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 41.2017, p. 168-189
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Subject: | Options trading | Predictive ability | Pre-opening trading | Information content | Optionsgeschäft | Option trading | Taiwan | Informationswert | Information value | Prognoseverfahren | Forecasting model |
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