滿額折
商品簡介
作者簡介
目次
商品簡介
本書以韓國KOSPI200股指期權為研究對象，分析股指期權成交量對其現貨市場KOPSI200股指收益率和波動的影響。主要包括以下幾部分內容：(1)研究不同類型的投資者持有的股權成交量對現貨市場的影響(2)分析不同類型投資者在現貨和期權市場扮演的角色(3)研究不同類型的期權成交量對現貨市場的影響(4)研究不同類型的期權的不可預測成交量對現貨市場的影響 (5)研究信息交易者對期權選擇的偏好。
作者簡介
康明惠，博士，四川農業大學經濟學院講師，主持了國家自然科學基金項目等3項課題，作為主研參與了5項國家自然科學基金項目；並發表多篇SSCI、SCI收錄的學術論文，主要的研究方向是金融工程、互聯網金融等領域。
目次
Contents
1 Introduction
1.1 Research Background
1.2 Research Objective
1.3 Organization of the Dissertation
Literature Review
2.1 The Relation Between the Return of Stock Price and Options Trading
2.2 The Relation Between the Volatility of Stock Price and Options Trading
2.3 The Information Content of Options Volume and PutCall Ratio
2.4 The Informational Role of Various Investors
2.5 The Information Content of Options Moneyness
2.6 The Response of Options Volume to News Announcements
3 Hypothesis and Methodology
3.1 The Relation Between Options Volume and the Volatility of KOSPI200 Index
3.2 The Informational Role of Various Investors
3.3 The Information Content of Options Moneyness
3.4 The Response of Options Volume to News Announcements
4 Dataset
4.1 KOSPI200 Index Options
4.2 Macroeconomic Variables
5 Empirical Analysis
5.1 The Relation Between Options Volumes and the Volatility of KOSPI200 Index
5.2 The Informational Role of Various Investors
5.3 The Information Content of Options Moneyness
5.4 Robustness Test
5.5 The Response of Unexpected Options Volumes to News Announcements
6 Conclusion
Reference
1 Introduction
1.1 Research Background
1.2 Research Objective
1.3 Organization of the Dissertation
Literature Review
2.1 The Relation Between the Return of Stock Price and Options Trading
2.2 The Relation Between the Volatility of Stock Price and Options Trading
2.3 The Information Content of Options Volume and PutCall Ratio
2.4 The Informational Role of Various Investors
2.5 The Information Content of Options Moneyness
2.6 The Response of Options Volume to News Announcements
3 Hypothesis and Methodology
3.1 The Relation Between Options Volume and the Volatility of KOSPI200 Index
3.2 The Informational Role of Various Investors
3.3 The Information Content of Options Moneyness
3.4 The Response of Options Volume to News Announcements
4 Dataset
4.1 KOSPI200 Index Options
4.2 Macroeconomic Variables
5 Empirical Analysis
5.1 The Relation Between Options Volumes and the Volatility of KOSPI200 Index
5.2 The Informational Role of Various Investors
5.3 The Information Content of Options Moneyness
5.4 Robustness Test
5.5 The Response of Unexpected Options Volumes to News Announcements
6 Conclusion
Reference
購物須知
大陸出版品因裝訂品質及貨運條件與台灣出版品落差甚大，除封面破損、內頁脫落等較嚴重的狀態，其餘商品將正常出貨。
特別提醒：部分書籍附贈之內容(如音頻mp3或影片dvd等)已無實體光碟提供，需以QR CODE 連結至當地網站註冊“並通過驗證程序”，方可下載使用。
無現貨庫存之簡體書，將向海外調貨：
海外有庫存之書籍，等候約45個工作天;
海外無庫存之書籍，平均作業時間約60個工作天，然不保證確定可調到貨，尚請見諒。
為了保護您的權益，「三民網路書店」提供會員七日商品鑑賞期(收到商品為起始日)。
若要辦理退貨，請在商品鑑賞期內寄回，且商品必須是全新狀態與完整包裝(商品、附件、發票、隨貨贈品等)否則恕不接受退貨。