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...
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 |
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