:::

詳目顯示

回上一頁
題名:The Information Flow of Option Markets during Global Financial Crisis: Where Do Informed Traders Trade?
書刊名:International Journal of Information and Management Sciences
作者:丁紅梅黃健銘 引用關係
作者(外文):Ding, HongmeiHuang, Chien-ming
出版日期:2017
卷期:28:4
頁次:頁a7+317-334
主題關鍵詞:選擇權市場全球金融危機資訊交易人Options marketGlobal financial crisisInformed traders
原始連結:連回原系統網址new window
相關次數:
  • 被引用次數被引用次數:期刊(0) 博士論文(0) 專書(0) 專書論文(0)
  • 排除自我引用排除自我引用:0
  • 共同引用共同引用:0
  • 點閱點閱:6
期刊論文
1.Cao, M.、Wei, J.(2010)。Option Market Liquidity: Commonality and Other Characteristics。Journal of Financial Markets,13,20-48。  new window
2.Chang, C. C.、Hsieh, P. F.、Lai, H. N.(2009)。Do Informed Option Investors Predict Stock Returns? Evidence from the Taiwan Stock Exchange。Journal of Banking and Finance,33,757-764。  new window
3.Richards, A.(2005)。Big fish in small ponds: The trading behavior and price impact of foreign investors in Asian emerging equity markets。Journal of Financial and Quantitative Analysis,40,1-27。  new window
4.Chan, Kam C.、Chang, Yuanchen、Lung, Peter P.(2009)。Informed trading under different market conditions and moneyness: Evidence from TXO options。Pacific Basin Finance Journal,17,189-208。  new window
5.Chan, K.、Chung, Y. P.、Johnson, H.(1993)。Why option prices lag stock prices:a trading based explanation。Journal of Finance,48(5),1957-1967。  new window
6.Pan, J.、Poteshman, Allen M.(2006)。The Information in Options Volume for Future Stock Prices。Review of Financial Studies,19(3),871-908。  new window
7.Roll, R.、Schwartz, E.、Subrahmanyam, A.(2010)。O/S: The Relative Trading Activity in Option and Stock。Journal of Financial Ecomics,96(1),1-17。  new window
8.Stephen, J. A.、Whaley, R. E.(1989)。Management Entrenchment: The Case of Manager-Specific Investment。Journal of Financial Ecomics,25(1),191-220。  new window
9.Lee, Mingchih、Chen, Chun-Da(2005)。The Intraday Behaviors and Relationships With its Underlying Assets: Evidence on Option Market in Taiwan。International Review of Financial Analysis,14(5),587-603。  new window
10.Cheung, Y. L.、Ho, R. Y. K.、Pope, P.、Draper, P.(1994)。Intraday Stock Return Volatility: The Hong Kong Evidence。Pacific-Basin Finance Journal,2(2/3),261-276。  new window
11.Chan, K.、Chung, Y. P.、Fong, W.(2002)。The Information Role of Stock and Option Volume。Review of Financial Studies,15(4),1049-1075。  new window
12.Chen, C. R.、Lung, P. P.、Tay, N. S. P.(2005)。Information Flow between the Stock and Option Markets: Where do Informed Traders Trade?。Review of Financial Economics,14,1-23。  new window
13.Vijh, Anand M.(1990)。Liquidity of the CBOE Equity Options。Journal of Finance,45(4),1157-1179。  new window
14.Manaster, S.、Rendleman, R. J. Jr.(1982)。Option Prices as Predictors of Equilibrium Stock Prices。Journal of Finance,37(4),1043-1057。  new window
15.Barber, Brad M.、Lee, Y. T.、Liu, Y. J.、Odean, T.(2008)。Just how much do individual investors lose by trading?。The Review of Financial Studies,22(2),609-632。  new window
16.Black, F.(1975)。Fact and fantasy in the use of options。Financial Analysts Journal,31,36-41。  new window
17.Chakravarty, S.、Gulen, H.、Mayhew, S.(2004)。Informed trading in stock and option markets。Journal of Finance,59,1235-1257。  new window
18.Griffin, J. M.、Nardari, F.、Stulz, R. M.(2004)。Are daily cross-border equity flows pushed or pulled?。Review of Economics and Statistics,86,641-657。  new window
19.Easley, David、O'Hara, Maureen、Srinivas, P. S.(1998)。Option volume and stock prices: Evidence on where informed traders trade。Journal of Finance,53(2),431-465。  new window
20.Chang, T. H.(2011)。Risk preference and trading motivation measurement due to moneyness: Evidence from the S&P 500 index option market。Applied Financial Economics,21,1049-1057。  new window
21.Black, Fischer、Scholes, Myron S.(1973)。The Pricing of Options and Corporate Liabilities。Journal of Political Economy,81(3),637-654。  new window
研究報告
1.Lakonishok, J.、Lee, I.、Poteshman, A. M.(2004)。Investor Behavior and the Option Market。National Bureau of Ecomic Research, Inc.。  new window
2.Kaul, G.、Nimalendran, M.、Zhang, D.(2004)。Informed trading and option spreads。University of Michigan。  new window
學位論文
1.Cherian, J.(1993)。Option Pricing, Self-Fulfilling Prophecies, Implied Volatilities, and Strategic Interaction(博士論文)。Cornell University。  new window
 
 
 
 
第一頁 上一頁 下一頁 最後一頁 top
QR Code
QRCODE