Relationship between O/S and hedging performance：Evidence from global futures and stock markets
碩士 === 國立臺北大學 === 國際企業研究所 === 103 === In this study, we examine whether O/S variable（the ratio of total index option trading volume to total stock index trading volume）could be a good predictive tool or not. The samples of daily data include markets of Taiwan, Korea, Japan, Hong Kong, United State,...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2015
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| Online Access: | http://ndltd.ncl.edu.tw/handle/7643wx |