The Major Factors Affecting the Expected Returns of Option Markets
碩士 === 逢甲大學 === 財務金融學所 === 98 === This study examines the major factors affecting the expected returns of option market using a sample of TAIEX options. The empirical evidence of this study shows that based on the leverage effect, the returns of call options mostly exceed those of the underlying as...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2010
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| Online Access: | http://ndltd.ncl.edu.tw/handle/99638659574292780184 |