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...