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  • Search: subject:"Model-free implied variance"
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Year of publication
Subject
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Investors 2 Misreaction 2 Model-free implied variance 2 Options 2 Stochastic volatility 2 2002-2008 1 Option trading 1 Optionsgeschäft 1 Taiwan 1
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Online availability
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Undetermined 1
Type of publication
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Article 2
Type of publication (narrower categories)
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Article in journal 1 Aufsatz in Zeitschrift 1
Language
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English 1 Undetermined 1
Author
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Hsieh, Pei-Fang 2 Tang, Chih-Wei 2 Wang, Yaw-Huei 2 Chang, Chuang-Chang 1 Chang, Chuang-chang 1
Published in...
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Journal of Financial Markets 1 Journal of financial markets 1
Source
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ECONIS (ZBW) 1 RePEc 1
Showing 1 - 2 of 2
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The intraday behavior of information misreaction across various categories of investors in the Taiwan options market
Chang, Chuang-Chang; Hsieh, Pei-Fang; Tang, Chih-Wei; … - In: Journal of Financial Markets 16 (2013) 2, pp. 362-385
This study adopts a unique dataset that includes the complete history of transactions in the Taiwan options market to investigate the misreaction patterns for marketwise observations and the transactions of four different categories of investors in the high-frequency framework. Using the results...
Persistent link: https://www.econbiz.de/10010636203
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Cover Image
The intraday behavior of information misreaction across various categories of investors in the Taiwan options market
Chang, Chuang-chang; Hsieh, Pei-Fang; Tang, Chih-Wei; … - In: Journal of financial markets 16 (2013) 2, pp. 362-385
Persistent link: https://www.econbiz.de/10009750772
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