Do option traders know better about volatility forecasting?
This dissertation examines European-style call covered warrants traded on the Hong Kong Exchanges and Clearing (HKEx) and the Singapore Exchange (SGX). The concept of implied volatility is derived from the Black-Scholes model and this study sets out to investigate its information content. The predic...
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Auckland University of Technology,
2018-02-28T03:04:56Z.
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| Online Access: | Get fulltext |