Dian-Xuan Kao

National Taiwan University

1 Sec. 4, Roosevelt Road

Taipei 106, 106

Taiwan

SCHOLARLY PAPERS

1

DOWNLOADS

184

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (1)

1.

An Analysis on the Intraday Trading Activity of VIX Derivatives

Journal of Futures Markets, Forthcoming
Number of pages: 42 Posted: 02 May 2017 Last Revised: 09 Dec 2017
National Taiwan University, Oregon State University, National Taiwan University and Soochow University, Taiwan
Downloads 184 (204,033)

Abstract:

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VIX index; VIX futures; VIX options; Trading activity

Other Papers (1)

Total Downloads: 4

The Informational Association between the S&P 500 Index and VIX Options Markets

Midwest Finance Association 2013 Annual Meeting Paper
Number of pages: 38 Posted: 06 Sep 2012 Last Revised: 22 Jan 2013
Dian-Xuan Kao, Wei-Che Tsai and Yaw-Huei Wang
National Taiwan University, Oregon State University and National Taiwan University
Downloads 4

Abstract:

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S&P 500 Index Options, VIX Options, Trading activity

The Informational Association between the S&P 500 Index and VIX Options Markets

25th Australasian Finance and Banking Conference 2012
Posted: 28 Aug 2012 Last Revised: 01 Oct 2013
Dian-Xuan Kao, Wei-Che Tsai and Yaw-Huei Wang
National Taiwan University, Oregon State University and National Taiwan University

Abstract:

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S&P 500, Options, VIX, Trading activity