Relative Options Prices and Cross-Section of Stock Returns
碩士 === 國立中山大學 === 財務管理學系研究所 === 104 === The literature offers an extensive discussion on whether an informed trader prefers to choose the options market to acquire an information advantage. In this paper we present strong evidence that option prices contain information about future stock prices and...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2016
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| Online Access: | http://ndltd.ncl.edu.tw/handle/04260555574089520128 |