Ying-Tzu Chiu

National Taiwan University

1 Sec. 4, Roosevelt Road

Taipei 106, 106

Taiwan

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Scholarly Papers (1)

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The Information Content of Trading Activity and Quote Changes: Evidence from VIX Options

Journal of Futures Markets (2014)
Number of pages: 56 Posted: 02 May 2017 Last Revised: 09 Dec 2017
Wei-Che Tsai, Ying-Tzu Chiu and Yaw-Huei Wang
Oregon State University, National Taiwan University and National Taiwan University
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Citation 1

Abstract:

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VIX index; VIX options; Trading activity; Quote changes