|
|||||
|
|
Analysis of the clientele effect and the information content of short‐term index option returns in Taiwan |
|
| Authors: | Ging‐Ginq Pan Yung‐Ming Shiu Tu‐Cheng Wu |
| Affiliation: | 1. International Bachelor Degree Program in Finance, National Pingtung University Science and Technology, Neipu Hsiang, Pingtung, Taiwan;2. Department of Risk Management and Insurance, National Chengchi University, Taipei, Taiwan;3. Risk and Insurance Research Center, National Chengchi University, Taipei, Taiwan;4. Department of Applied Mathematics, I‐Shou University, Kaohsiung County, Taiwan |
| Abstract: | |
| Keywords: | investor sentiment shortest‐term options weekly options |