Risk-Neutral Skewness and Market Returns: The Role of Institutional Investor Sentiment in the Futures Market
碩士 === 銘傳大學 === 財務金融學系碩士班 === 103 === This paper investigates the effect of index risk-neutral skewness on subsequent market returns, and explores whether the effect of index risk-neutral skewness on subsequent market returns will vary with various types of institutional investor sentiments in the f...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2015
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| Online Access: | http://ndltd.ncl.edu.tw/handle/3quug9 |