Analysis of the clientele effect and the information content of short‐term index option returns in Taiwan
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DOI: 10.1002/fut.21910
Abstract: 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) traded on the Taiwan Stock Exchange Capitalization†weighted Stock… read more here.
Keywords: effect; clientele effect; effect information; information content ... See more keywords