Retrieving aggregate information from option volume

International Review of Economics & Finance - Tập 55 - Trang 220-232 - 2018
William T. Lin1,2, Shih-Chuan Tsai3, Zhenlong Zheng4, Shuai Qiao5
1School of Finance, Shandong University of Finance and Economics, No. 40, Shungeng Road, Shizhong District, Ji'nan, Shandong Province, 250014, China
2Department of Banking & Finance, Tamkang University, No. 151, Yingzhuan Road, Tamsui District, New Taipei City, 25137, Taiwan
3Graduate Institute of Management, College of Management, National Taiwan Normal University, No. 162, Section 1, Heping East Road, Taipei City 106, Taiwan
4School of Management, Xiamen University, No. 422, Siming South Road, Xiamen, Fujian Province, 361005, China
5School of Economics, Huazhong University of Science and Technology, No. 1037, Luoyu Road, Wuhan, Hubei Province, 430074, China

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Thông tin xuất bản

International Review of Economics & Finance

Tập 55

220-232

Thông tin tác giả