The Relation between Liquidity of Individual Stock Options and Underlying Assets Returns
碩士 === 國立高雄第一科技大學 === 金融研究所 === 101 === This study investigates whether liquidity and idiosyncratic volatility play an important role in determining stock returns by using Ordinary Least Squares method. Several theories show that stock options may contain more information than underlying stocks. The...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2013
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| Online Access: | http://ndltd.ncl.edu.tw/handle/91716773137858735744 |