The intraday behavior of information misreaction across various categories of investors in the Taiwan options market
Year of publication: |
2013
|
---|---|
Authors: | Chang, Chuang-chang ; Hsieh, Pei-Fang ; Tang, Chih-Wei ; Wang, Yaw-Huei |
Published in: |
Journal of financial markets. - Amsterdam [u.a.] : Elsevier, ISSN 1386-4181, ZDB-ID 1402747-1. - Vol. 16.2013, 2, p. 362-385
|
Subject: | Options | Misreaction | Stochastic volatility | Model-free implied variance | Investors | Optionsgeschäft | Option trading | Taiwan | 2002-2008 |
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