The intraday behavior of information misreaction across various categories of investors in the Taiwan options market
Chuang-Chang Chang, Pei-Fang Hsieh, Chih-Wei Tang, Yaw-Huei Wang
| 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 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009750772