Investor Sentiments and Return Predictability of Put-call Parity Deviation
碩士 === 東海大學 === 財務金融學系 === 102 === Because of the properties concerning high leverage and low trading costs in option markets, informed investors usually trade in option markets before trading in stock markets. Accordingly, option prices are expected to carry information about future stock price mov...
| Main Authors: | , |
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2014
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| Online Access: | http://ndltd.ncl.edu.tw/handle/57096876003549736044 |