Stock Option Price and Option Market Momentum
碩士 === 國立高雄第一科技大學 === 金融研究所 === 100 === This paper exams the momentum effect on stock option market. Data resource is IVY database. Using the stock option exchanged in NYSE, AMEX and NASDAQ, this paper attempt to find whether the momentum effect exist in stock option market. Primarily, this paper ex...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2012
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| Online Access: | http://ndltd.ncl.edu.tw/handle/32088864966630384943 |