Information Content between the Option and Stock Markets
碩士 === 國立暨南國際大學 === 財務金融學系 === 104 === The purpose of this paper is, how different investor types from option and stock markets have trading information content. We discuss the relation between option to stock ratio, put-call ratio, order imbalance, market sidedness and stock return across investor...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2016
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| Online Access: | http://ndltd.ncl.edu.tw/handle/64652095596812598721 |