Information content of investor trading behavior : evidence from Taiwan index options market
Year of publication: |
June 2016
|
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Authors: | Lee, Yen-Hsien ; Wang, David K. |
Published in: |
Pacific-Basin finance journal. - Amsterdam [u.a.] : Elsevier, ISSN 0927-538X, ZDB-ID 1343420-2. - Vol. 38.2016, p. 149-160
|
Subject: | Information content | Options trading | Decoupled O/S ratio | Put-call ratio | Foreign institutional investors | Taiwan | Institutioneller Investor | Institutional investor | Optionsgeschäft | Option trading | Anlageverhalten | Behavioural finance | Informationswert | Information value | Portfolio-Investition | Foreign portfolio investment | Volatilität | Volatility | Index-Futures | Index futures | Handelsvolumen der Börse | Trading volume |
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