The Intraday Trading Behavior of TAIEX Option in Taiwan Futures Exchange

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ISBN 13 :
Total Pages : pages
Book Rating : 4.:/5 (642 download)

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Book Synopsis The Intraday Trading Behavior of TAIEX Option in Taiwan Futures Exchange by :

Download or read book The Intraday Trading Behavior of TAIEX Option in Taiwan Futures Exchange written by and published by . This book was released on with total page pages. Available in PDF, EPUB and Kindle. Book excerpt: We study the intraday behavior of bid-ask spreads for actively traded TAIEX option in Taiwan. A study of quality of price quotation offered by market makers is important because the market makers have the responsibilities to keep trading costs low and promote price discovery. Due to the observed wider price quotation from market makers, we find that market makers offer inefficient price quotations to fulfill their obligations under requirement of market making. Moreover, ways of quotation market makers choose, indeed, affect the price quotation of market makers. We also find foreign institutional investors (QFIIs) and market makers bear lower execution cost when they deal on TAIEX option market. Overall, despite the large trading volume and increasing liquidity in TAIEX option, our results suggest that market makers do not play an important role to the market liquidity of TAIEX option market as we thought previously.

Trading Behavior of Options Investors at Taiwan Futures Exchange

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ISBN 13 :
Total Pages : pages
Book Rating : 4.:/5 (953 download)

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Book Synopsis Trading Behavior of Options Investors at Taiwan Futures Exchange by :

Download or read book Trading Behavior of Options Investors at Taiwan Futures Exchange written by and published by . This book was released on 2007 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:

Individual Investors' Behavior in Taiwan Futures Market:Evidence from TAIEX Futures

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Publisher :
ISBN 13 :
Total Pages : 85 pages
Book Rating : 4.:/5 (714 download)

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Book Synopsis Individual Investors' Behavior in Taiwan Futures Market:Evidence from TAIEX Futures by : 余慧娟

Download or read book Individual Investors' Behavior in Taiwan Futures Market:Evidence from TAIEX Futures written by 余慧娟 and published by . This book was released on 2008 with total page 85 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Intraday Trading Patterns and Day-of-the-Week in Stock Index Options Markets

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Publisher :
ISBN 13 :
Total Pages : pages
Book Rating : 4.:/5 (129 download)

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Book Synopsis Intraday Trading Patterns and Day-of-the-Week in Stock Index Options Markets by : Min-Hsien Chiang

Download or read book Intraday Trading Patterns and Day-of-the-Week in Stock Index Options Markets written by Min-Hsien Chiang and published by . This book was released on 2007 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt: This article studies the intraday patterns of trading volume, volatility, and spreads and day-of-the-week variations for stock index options traded on the Taiwan Futures Exchange (TAIFEX). In addition, we examine the overnight variations in returns, volatility and spreads as well. We find that trading volume of TAIFEX options exhibit a U-shaped pattern. While the volatility at the market open is extremely volatile, the volatility quickly levels off for much of the rest of a trading. The bid-ask spreads pattern for TAIFEX options approximately follows a U-shaped pattern with a small hump immediately after 13:00 hours. The mean returns at Monday open for TAIFEX calls are lower while returns at the end of a trading day are larger. Calls have smaller overnight variations in volatility and bid-ask spreads compared to those in puts.

Institutional Investors' Behaviors in Taiwan Futures Market: Evidence from TAIEX Futures

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Publisher :
ISBN 13 :
Total Pages : 74 pages
Book Rating : 4.:/5 (714 download)

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Book Synopsis Institutional Investors' Behaviors in Taiwan Futures Market: Evidence from TAIEX Futures by : 柯馥甄

Download or read book Institutional Investors' Behaviors in Taiwan Futures Market: Evidence from TAIEX Futures written by 柯馥甄 and published by . This book was released on 2008 with total page 74 pages. Available in PDF, EPUB and Kindle. Book excerpt:

The Impact of Weather on Investors' Trading Behavior: Evidence from the Taiwan Futures Exchange

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ISBN 13 :
Total Pages : 0 pages
Book Rating : 4.:/5 (144 download)

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Book Synopsis The Impact of Weather on Investors' Trading Behavior: Evidence from the Taiwan Futures Exchange by : 莊逸偉

Download or read book The Impact of Weather on Investors' Trading Behavior: Evidence from the Taiwan Futures Exchange written by 莊逸偉 and published by . This book was released on 2018 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Prior Losses and Subsequent Trading Behavior of Different Types of Traders: Evidence from the Taiwan Futures Exchange

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Publisher :
ISBN 13 :
Total Pages : pages
Book Rating : 4.:/5 (88 download)

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Book Synopsis Prior Losses and Subsequent Trading Behavior of Different Types of Traders: Evidence from the Taiwan Futures Exchange by : 李家齊

Download or read book Prior Losses and Subsequent Trading Behavior of Different Types of Traders: Evidence from the Taiwan Futures Exchange written by 李家齊 and published by . This book was released on 2013 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:

IBSS: Economics: 2002 Vol.51

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Publisher : Routledge
ISBN 13 : 1134340036
Total Pages : 675 pages
Book Rating : 4.1/5 (343 download)

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Book Synopsis IBSS: Economics: 2002 Vol.51 by : Compiled by the British Library of Political and Economic Science

Download or read book IBSS: Economics: 2002 Vol.51 written by Compiled by the British Library of Political and Economic Science and published by Routledge. This book was released on 2013-05-13 with total page 675 pages. Available in PDF, EPUB and Kindle. Book excerpt: First published in 1952, the International Bibliography of the Social Sciences (anthropology, economics, political science, and sociology) is well established as a major bibliographic reference for students, researchers and librarians in the social sciences worldwide. Key features * Authority: Rigorous standards are applied to make the IBSS the most authoritative selective bibliography ever produced. Articles and books are selected on merit by some of the world's most expert librarians and academics. *Breadth: today the IBSS covers over 2000 journals - more than any other comparable resource. The latest monograph publications are also included. *International Coverage: the IBSS reviews scholarship published in over 30 languages, including publications from Eastern Europe and the developing world. *User friendly organization: all non-English titles are word sections. Extensive author, subject and place name indexes are provided in both English and French. Place your standing order now for the 2003 volumes of the the IBSS Anthropology: 2002 Vol.48 December 2003: 234x156: Hb: 0-415-32634-6: £195.00 Economics: 2002 Vol.51 December 2003: 234x156: Hb: 0-415-32635-4: £195.00 Political Science: 2002 Vol.51 December 2003: 234x156: Hb: 0-415-32636-2: £195.00 Sociology: 2002 Vol.52 December 2003: 234x156: Hb: 0-415-32637-0: £195.00

International Bibliography of Economics

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Publisher : Psychology Press
ISBN 13 : 0415326354
Total Pages : 676 pages
Book Rating : 4.4/5 (153 download)

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Book Synopsis International Bibliography of Economics by : Compiled by the British Library of Political and Economic Science

Download or read book International Bibliography of Economics written by Compiled by the British Library of Political and Economic Science and published by Psychology Press. This book was released on 2003 with total page 676 pages. Available in PDF, EPUB and Kindle. Book excerpt: IBSS is the essential tool for librarians, university departments, research institutions and any public or private institution whose work requires access to up-to-date and comprehensive knowledge of the social sciences.

Web Information Systems and Applications

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Publisher : Springer Nature
ISBN 13 : 3030600297
Total Pages : 674 pages
Book Rating : 4.0/5 (36 download)

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Book Synopsis Web Information Systems and Applications by : Guojun Wang

Download or read book Web Information Systems and Applications written by Guojun Wang and published by Springer Nature. This book was released on 2020-09-22 with total page 674 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book constitutes the proceedings of the 17th International Conference on Web Information Systems and Applications, WISA 2020, held in Guangzhou, China, in September 2020. The 42 full papers and 16 short papers presented were carefully reviewed and selected from 165 submissions. The papers are grouped in topical sections on world wide web, recommendation, query processing and algorithm, natural language processing, machine learning, graph query, edge computing and data mining, data privacy and security, and blockchain.

Artificial Intelligence in Asset Management

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Publisher : CFA Institute Research Foundation
ISBN 13 : 195292703X
Total Pages : 95 pages
Book Rating : 4.9/5 (529 download)

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Book Synopsis Artificial Intelligence in Asset Management by : Söhnke M. Bartram

Download or read book Artificial Intelligence in Asset Management written by Söhnke M. Bartram and published by CFA Institute Research Foundation. This book was released on 2020-08-28 with total page 95 pages. Available in PDF, EPUB and Kindle. Book excerpt: Artificial intelligence (AI) has grown in presence in asset management and has revolutionized the sector in many ways. It has improved portfolio management, trading, and risk management practices by increasing efficiency, accuracy, and compliance. In particular, AI techniques help construct portfolios based on more accurate risk and return forecasts and more complex constraints. Trading algorithms use AI to devise novel trading signals and execute trades with lower transaction costs. AI also improves risk modeling and forecasting by generating insights from new data sources. Finally, robo-advisors owe a large part of their success to AI techniques. Yet the use of AI can also create new risks and challenges, such as those resulting from model opacity, complexity, and reliance on data integrity.

Day Trading with Short Term Price Patterns and Opening Range Breakout

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Publisher : Wasendorf & Associates Incorporated
ISBN 13 : 9780934380171
Total Pages : 288 pages
Book Rating : 4.3/5 (81 download)

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Book Synopsis Day Trading with Short Term Price Patterns and Opening Range Breakout by : Toby Crabel

Download or read book Day Trading with Short Term Price Patterns and Opening Range Breakout written by Toby Crabel and published by Wasendorf & Associates Incorporated. This book was released on 1990 with total page 288 pages. Available in PDF, EPUB and Kindle. Book excerpt: Explains the importance of detailed studies on price patterns. Attempts to find forecastable events based on the relation between opening, closing, high and low prices. Includes computer-tested answers to many common short term trading questions. Consists of 5 sections: 1) opening range breakouts, 2) short-term price patterns, 3) patterns of expansion and contraction, 4) combination of price patterns with expansion and contraction patterns, and 5) openings and closings that occur in various segments of a price bar; includes the results of computer analysis for each topic. We highly recommend this book for the serious short-term trader.

Handbook of Financial Econometrics and Statistics

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Publisher : Springer
ISBN 13 : 9781461477495
Total Pages : 0 pages
Book Rating : 4.4/5 (774 download)

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Book Synopsis Handbook of Financial Econometrics and Statistics by : Cheng-Few Lee

Download or read book Handbook of Financial Econometrics and Statistics written by Cheng-Few Lee and published by Springer. This book was released on 2014-09-28 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: ​The Handbook of Financial Econometrics and Statistics provides, in four volumes and over 100 chapters, a comprehensive overview of the primary methodologies in econometrics and statistics as applied to financial research. Including overviews of key concepts by the editors and in-depth contributions from leading scholars around the world, the Handbook is the definitive resource for both classic and cutting-edge theories, policies, and analytical techniques in the field. Volume 1 (Parts I and II) covers all of the essential theoretical and empirical approaches. Volumes 2, 3, and 4 feature contributed entries that showcase the application of financial econometrics and statistics to such topics as asset pricing, investment and portfolio research, option pricing, mutual funds, and financial accounting research. Throughout, the Handbook offers illustrative case examples and applications, worked equations, and extensive references, and includes both subject and author indices.​

From Asian to Global Financial Crisis

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Publisher : Cambridge University Press
ISBN 13 : 1139481916
Total Pages : 505 pages
Book Rating : 4.1/5 (394 download)

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Book Synopsis From Asian to Global Financial Crisis by : Andrew Sheng

Download or read book From Asian to Global Financial Crisis written by Andrew Sheng and published by Cambridge University Press. This book was released on 2009-09-28 with total page 505 pages. Available in PDF, EPUB and Kindle. Book excerpt: This is a unique insider account of the new world of unfettered finance. The author, an Asian regulator, examines how old mindsets, market fundamentalism, loose monetary policy, carry trade, lax supervision, greed, cronyism, and financial engineering caused both the Asian crisis of the late 1990s and the global crisis of 2008–9. This book shows how the Japanese zero interest rate policy to fight deflation helped create the carry trade that generated bubbles in Asia whose effects brought Asian economies down. The study's main purpose is to demonstrate that global finance is so interlinked and interactive that our current tools and institutional structure to deal with critical episodes are completely outdated. The book explains how current financial policies and regulation failed to deal with a global bubble and makes recommendations on what must change.

How can I get started Investing in the Stock Market

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Publisher : Educreation Publishing
ISBN 13 :
Total Pages : 63 pages
Book Rating : 4./5 ( download)

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Book Synopsis How can I get started Investing in the Stock Market by : Lokesh Badolia

Download or read book How can I get started Investing in the Stock Market written by Lokesh Badolia and published by Educreation Publishing. This book was released on 2016-10-27 with total page 63 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is well-researched by the author, in which he has shared the experience and knowledge of some very much experienced and renowned entities from stock market. We want that everybody should have the knowledge regarding the different aspects of stock market, which would encourage people to invest and earn without any fear. This book is just a step forward toward the knowledge of market.

Innovative Mobile and Internet Services in Ubiquitous Computing

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Publisher : Springer Nature
ISBN 13 : 3030503992
Total Pages : 667 pages
Book Rating : 4.0/5 (35 download)

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Book Synopsis Innovative Mobile and Internet Services in Ubiquitous Computing by : Leonard Barolli

Download or read book Innovative Mobile and Internet Services in Ubiquitous Computing written by Leonard Barolli and published by Springer Nature. This book was released on 2020-06-09 with total page 667 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book presents the latest research findings, methods and development techniques, challenges and solutions concerning UPC from both theoretical and practical perspectives, with an emphasis on innovative, mobile and Internet services. With the proliferation of wireless technologies and electronic devices, there is a rapidly growing interest in Ubiquitous and Pervasive Computing (UPC), which makes it possible to create a human-oriented computing environment in which computer chips are embedded in everyday objects and interact with the physical world. Through UPC, people can go online even while moving around, thus enjoying nearly permanent access to their preferred services. Though it has the potential to revolutionize our lives, UPC also poses a number of new research challenges.

Machine Learning in Finance

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Publisher : Springer Nature
ISBN 13 : 3030410684
Total Pages : 565 pages
Book Rating : 4.0/5 (34 download)

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Book Synopsis Machine Learning in Finance by : Matthew F. Dixon

Download or read book Machine Learning in Finance written by Matthew F. Dixon and published by Springer Nature. This book was released on 2020-07-01 with total page 565 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book introduces machine learning methods in finance. It presents a unified treatment of machine learning and various statistical and computational disciplines in quantitative finance, such as financial econometrics and discrete time stochastic control, with an emphasis on how theory and hypothesis tests inform the choice of algorithm for financial data modeling and decision making. With the trend towards increasing computational resources and larger datasets, machine learning has grown into an important skillset for the finance industry. This book is written for advanced graduate students and academics in financial econometrics, mathematical finance and applied statistics, in addition to quants and data scientists in the field of quantitative finance. Machine Learning in Finance: From Theory to Practice is divided into three parts, each part covering theory and applications. The first presents supervised learning for cross-sectional data from both a Bayesian and frequentist perspective. The more advanced material places a firm emphasis on neural networks, including deep learning, as well as Gaussian processes, with examples in investment management and derivative modeling. The second part presents supervised learning for time series data, arguably the most common data type used in finance with examples in trading, stochastic volatility and fixed income modeling. Finally, the third part presents reinforcement learning and its applications in trading, investment and wealth management. Python code examples are provided to support the readers' understanding of the methodologies and applications. The book also includes more than 80 mathematical and programming exercises, with worked solutions available to instructors. As a bridge to research in this emergent field, the final chapter presents the frontiers of machine learning in finance from a researcher's perspective, highlighting how many well-known concepts in statistical physics are likely to emerge as important methodologies for machine learning in finance.