Informed trading, trading strategies and the information content of trading volume : evidence from the Taiwan index options market
Year of publication: |
2014
|
---|---|
Authors: | Hsieh, Wen-liang G. ; He, Huei-Ru |
Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 1117317-8. - Vol. 31.2014, p. 187-215
|
Subject: | Index options | Options volume | Informed trading | Foreign institutional investors | Taiwan | Handelsvolumen der Börse | Trading volume | Index-Futures | Index futures | Optionsgeschäft | Option trading | Institutioneller Investor | Institutional investor | Anlageverhalten | Behavioural finance | Wertpapierhandel | Securities trading | Informationswert | Information value | Asymmetrische Information | Asymmetric information | Börsenkurs | Share price | Volatilität | Volatility |
-
Information content of order imbalance in the index options market
Sensoy, Ahmet, (2022)
-
Information content of investor trading behavior : evidence from Taiwan index options market
Lee, Yen-Hsien, (2016)
-
Ahn, Hee-joon, (2010)
- More ...
-
Hsieh, Wen-liang G., (2014)
-
Price discovery in the options markets: An application of put-call parity
Hsieh, Wen-Liang G., (2008)
-
Price discovery in the options markets : an application of put-call parity
Hsieh, Wen-liang G., (2008)
- More ...