Predictive Ability of Option and Stock Market Trading Activities for Stock Market Volatility
碩士 === 國立中央大學 === 財務金融研究所 === 100 === This thesis investigates the information content in the trading volume in the option market relative to the trading volume in the stock market. First of all, we examine the predictive ability of O/S ratio about the future volatility of stock market. Next, we con...
| Main Authors: | , |
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2012
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| Online Access: | http://ndltd.ncl.edu.tw/handle/67709062151837101015 |