市場動能效果在個股選擇權之分析

碩士 === 國立高雄第一科技大學 === 金融系碩士班金融組 === 104 === Stock options market momentum hypothesis is given positive past stock return as investors increase their purchase on call options because they expect positive return to continue. As a result, call options will overprice easily cause of price pressure. In c...

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Bibliographic Details
Main Authors: Guan-Ye Li, 李冠曄
Other Authors: Jun-Biao Lin
Format: Others
Language:zh-TW
Published: 2016
Online Access:http://ndltd.ncl.edu.tw/handle/52221380087656176631