Investigate Net-buying-pressure Hypotheses in Option Markets – New Theory and Methodology
碩士 === 東海大學 === 財務金融學系 === 100 === Two important hypotheses about the relation between net buying pressure and the shape of the implied volatility function are the direction-learning hypothesis and volatility-learning hypothesis. The former asserts that investors buy call/put options if the underl...
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| Format: | Others |
| Language: | en_US |
| Published: |
2012
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| Online Access: | http://ndltd.ncl.edu.tw/handle/67616154249390816629 |