Beware of Extreme Investor Sentiments! Indian Evidence on the Performance of Neuro-specific Options Volatility Trading Strategies on the Facets of COVID-19
A Royit, B Jose, J Varghese - Journal of Emerging Market …, 2023 - journals.sagepub.com
This study investigates the dynamic relationship between noise trader sentiment and
excessive volatility in the Indian financial market during the COVID-19 outbreak. It proposes …
excessive volatility in the Indian financial market during the COVID-19 outbreak. It proposes …
Investor beliefs and the demand pressure on index options in Taiwan
GG Pan, YM Shiu, TC Wu - Journal of Futures Markets, 2015 - Wiley Online Library
The effects of demand pressure on option prices have already been well documented within
the extant literature; however, little appears to be known with regard to where the demand …
the extant literature; however, little appears to be known with regard to where the demand …
Analysis of the clientele effect and the information content of short‐term index option returns in Taiwan
GG Pan, YM Shiu, TC Wu - Journal of Futures Markets, 2018 - Wiley Online Library
We compare and contrast the clientele effect, information content and the buy‐and‐hold
returns of options with weekly and monthly expiration periods (Weeklys and Monthlys) …
returns of options with weekly and monthly expiration periods (Weeklys and Monthlys) …
Is trading in the shortest-term index options profitable?
GG Pan, YM Shiu, TC Wu - Review of Derivatives Research, 2019 - Springer
The aim of this study is to examine the return rates of the TAIEX options with at most 8
calendar days to maturity using a buy-and-hold strategy. Although our results generally …
calendar days to maturity using a buy-and-hold strategy. Although our results generally …