101, Section 2, Kuang-Fu Road
Hsinchu, Taiwan 300
China
National Tsing Hua University - Department of Quantitative Finance
Options; Misreaction; Model-free implied volatility; Investor sophistication; Investor sentiment.
Option volatility information, Combination trades, Informed investors
Price Impact, Price discovery, Order Revision, Spoofing, Market Quality
Price Impact, Order Revision, Spoofing, market quality, derivative market
greenhouse gas, innovation, environmental regulation, climate change, patents
Innovation, Recreational Marijuana, Patent, Inventor Productivity.
Price Impact; Price discovery; Order Revision; Spoofing; Market Quality
settlement price manipulation, futures, options, expiration date
derivatives hedging, market making, stock market liquidity
Environmental Liabilities, Borrowing Costs, Pollution Prevention, Apex oil ruling
FAS 123R; option compensation; brand name; trademarks; employee effort; rank and file; executives
Trading demand, Volatility, Speculator, Hedger, Net buying pressure
Options, Misreaction, Stochastic volatility, Model-free implied variance, Investors
Disposition Effect; Rollover; Taiwan Presidential Election; Derivatives Trading
settlement price manipulation, futures, Options, expiration date
FAS 123R, employee stock options, human capital, brand capital, trademarks, rank and file.
greenhouse gas, innovation, Environmental Regulations, climate change
Price Impact, Price discovery, Order Revision, Spoofing
